Concepedia

Luis M. Viceira

LM

Statistics

Publications

36

Citations

4.3K

H-Index

29

Active since

1999

Affiliations

National Bureau of Economic Research(Current)

Harvard University

Harvard University Press

New England College of Business

Centre for Economic Policy Research

Luis M. Viceira is an author at National Bureau of Economic Research specializing in financial economics, economics, and finance.

Publications per year

1999–2020

36

Publications

36

Who Should Buy Long-Term Bonds?

John Y. Campbell, Luis M. Viceira · American Economic Review · 2001 · 654 citations · Full text

, , +17

A multivariate model of strategic asset allocation

John Y. Campbell, Yeung L. Chan, Luis M. Viceira · Journal of Financial Economics · 2002 · 589 citations · Full text

, , +14

Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets

George Chacko, Luis M. Viceira · Review of Financial Studies · 2005 · 451 citations

, , +17

Spectral GMM estimation of continuous-time processes

George Chacko, Luis M. Viceira · Journal of Econometrics · 2003 · 274 citations

, , +17

Global Currency Hedging

John Y. Campbell, Karine Serfaty-de Medeiros, Luis M. Viceira · The Journal of Finance · 2010 · 245 citations

, , +17

1–5 of 36