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Luis M. Viceira
Luis M. Viceira
Harvard Business School
Preverjeni e-poštni naslov na hbs.edu - Domača stran
Naslov
Navedeno
Navedeno
Leto
Strategic asset allocation: portfolio choice for long-term investors
JY Campbell, LM Viceira
Clarendon Lectures in Economic, 2002
28152002
Consumption and portfolio decisions when expected returns are time varying
JY Campbell, LM Viceira
The Quarterly Journal of Economics 114 (2), 433-495, 1999
13111999
Optimal portfolio choice for long‐horizon investors with nontradable labor income
LM Viceira
The Journal of Finance 56 (2), 433-470, 2001
11052001
Who should buy long-term bonds?
JY Campbell, LM Viceira
American Economic Review 91 (1), 99-127, 2001
8862001
A multivariate model of strategic asset allocation
JY Campbell, YL Chan, LM Viceira
Journal of financial economics 67 (1), 41-80, 2003
7592003
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
G Chacko, LM Viceira
The Review of Financial Studies 18 (4), 1369-1402, 2005
6902005
Inflation bets or deflation hedges? The changing risks of nominal bonds
JY Campbell, A Sunderam, LM Viceira
National Bureau of Economic Research, 2009
4882009
Global currency hedging
JY Campbell, K Serfaty‐De Medeiros, LM Viceira
The Journal of Finance 65 (1), 87-121, 2010
4162010
The term structure of the risk–return trade-off
JY Campbell, LM Viceira
Financial Analysts Journal 61 (1), 34-44, 2005
4002005
Spectral GMM estimation of continuous-time processes
G Chacko, LM Viceira
Journal of Econometrics 116 (1-2), 259-292, 2003
3902003
Understanding inflation-indexed bond markets
JY Campbell, RJ Shiller, LM Viceira
National Bureau of Economic Research, 2009
3032009
Optimal life-cycle investing with flexible labor supply: A welfare analysis of life-cycle funds
FJ Gomes, LJ Kotlikoff, LM Viceira
American Economic Review 98 (2), 297-303, 2008
2782008
Do executive stock options encourage risk-taking
RB Cohen, BJ Hall, LM Viceira
Unpublished manuscript, Harvard University, 2000
2552000
Macroeconomic drivers of bond and equity risks
JY Campbell, C Pflueger, LM Viceira
Journal of Political Economy 128 (8), 3148-3185, 2020
2292020
Monetary policy drivers of bond and equity risks
JY Campbell, C Pflueger, LM Viceira
National Bureau of Economic Research, 2014
1832014
Strategic asset allocation in a continuous-time VAR model
JY Campbell, G Chacko, J Rodriguez, LM Viceira
Journal of Economic Dynamics and Control 28 (11), 2195-2214, 2004
1782004
Bond risk, bond return volatility, and the term structure of interest rates
LM Viceira
International Journal of Forecasting 28 (1), 97-117, 2012
1712012
Life-cycle funds
LM Viceira
SSRN, 2008
1622008
Stock market mean reversion and the optimal equity allocation of a long-lived investor
JY Campbell, J Cocco, F Gomes, PJ Maenhout, LM Viceira
Review of Finance 5 (3), 269-292, 2001
1422001
Optimal value and growth tilts in long-horizon portfolios
JW Jurek, LM Viceira
Review of Finance 15 (1), 29-74, 2011
1022011
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