%0 Journal Article %J Journal of Political Economy %D Forthcoming %T Macroeconomic Drivers of Bond and Equity Risks %A John Y. Campbell %A Carolin Pfueger %A Luis Viceira %X Winner of the first Arthur Warga Award for the Best Paper in Fixed Income, The Society for Financial Studies, 2014 Finance Cavalcade. %B Journal of Political Economy %V 128 %8 August 2020 %G eng %U https://www.journals.uchicago.edu/toc/jpe/0/ja %N 8 %0 Journal Article %J Critical Finance Review %D 2017 %T Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds %A John Y. Campbell %A Adi Sunderam %A Luis Viceira %B Critical Finance Review %V 6 %P 263-301 %G eng %N 2 %0 Journal Article %J International Journal of Forecasting %D 2012 %T Bond Risk, Bond Return Volatility, and the Term Structure of Interest Rates %A Luis Viceira %B International Journal of Forecasting %V 28 %P 97-117 %G eng %0 Journal Article %J NBER Book Series Tax Policy and the Economy %D 2012 %T The Excess Burden of Government Indecision %A Francisco Gomes %A Laurence Kotlikoff %A Luis Viceira %B NBER Book Series Tax Policy and the Economy %V 26 %P 125-163 %G eng %0 Journal Article %J Review of Finance %D 2011 %T Optimal Value and Growth Tilts in Long-Horizon Portfolios %A Jakub Jurek %A Luis Viceira %B Review of Finance %V 15 %P 29-74 %G eng %N 1 %0 Journal Article %J Annual Review of Financial Economics %D 2011 %T Inflation-Indexed Bonds and the Expectations Hypothesis %A Pflueger, Carolin %A Luis Viceira %B Annual Review of Financial Economics %V 3 %P 139-158 %G eng %0 Journal Article %J Journal of Finance %D 2010 %T Global Currency Hedging %A John Campbell %A Karine Serfaty-de Medeiros %A Luis Viceira %B Journal of Finance %V 65 %G eng %N 1 %0 Journal Article %J Spain and the Euro. The First Ten Years %D 2010 %T The Euro as a Reserve Currency for Global Investors %A Ricardo Gimeno %A Luis Viceira %B Spain and the Euro. The First Ten Years %G eng %0 Journal Article %J Brookings Papers on Economic Activity %D 2009 %T Understanding Inflation-Indexed Bond Markets %A John Campbell %A Robert Shiller %A Luis Viceira %B Brookings Papers on Economic Activity %P 79-120 %G eng %0 Journal Article %J American Economic Review: Papers and Proceedings %D 2008 %T Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds %A Francisco Gomes %A Laurence Kotlikoff %A Luis Viceira %B American Economic Review: Papers and Proceedings %V 98 %P 297-303 %G eng %0 Journal Article %J Financial Analysts Journal %D 2005 %T The Term Structure of the Risk-Return Tradeoff %A John Campbell %A Luis Viceira %B Financial Analysts Journal %V 61 %G eng %N 1 %0 Journal Article %J Review of Financial Studies %D 2005 %T Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets %A George Chacko %A Luis Viceira %B Review of Financial Studies %V 18 %G eng %N 4 %0 Journal Article %J Journal of Economic Dynamics and Control %D 2004 %T Strategic Asset Allocation in a Continuous-Time VAR Model %A John Campbell %A George Chacko %A Jorge Rodriguez %A Luis Viceira %B Journal of Economic Dynamics and Control %V 28 %G eng %N 11 %0 Journal Article %J Journal of Financial Economics %D 2003 %T A Multivariate Model of Strategic Asset Allocation %A John Campbell %A Yeung Lewis Chan %A Luis Viceira %B Journal of Financial Economics %V 67 %P 41-80 %G eng %N 1 %0 Journal Article %J The Economic Journal %D 2003 %T Foreign Currency for Long-Term Investors %A John Campbell %A Luis Viceira %A Joshua White %B The Economic Journal %V 113 %G eng %N 486 %0 Journal Article %J Journal of Econometrics %D 2003 %T Spectral GMM Estimation of Continuous-Time Processes %A George Chacko %A Luis Viceira %B Journal of Econometrics %V 116 %P 259-292 %G eng %N 1-2 %0 Journal Article %J Journal of Finance %D 2001 %T Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income %A Luis Viceira %B Journal of Finance %V 56 %P 433-470 %G eng %N 2 %0 Journal Article %D 2001 %T Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor %A John Campbell %A Joao Cocco %A Francisco Gomes %A Pascal Maenhout %A Luis Viceira %G eng %0 Journal Article %J The American Economic Review %D 2001 %T Who Should Buy Long-Term Bonds? %A John Campbell %A Luis Viceira %X Awarded the First FAME Research Award for exce3llence in research in Asset Management by the Inernational Center for Asset Management and Financial Engineering, Universities of Lausanne and Geneva, Switzerland, 1999. %B The American Economic Review %V 91 %P 99-127 %G eng %N 1 %0 Journal Article %J The Quarterly Journal of Economics %D 1999 %T Consumption and Portfolio Decisions When Expected Returns are Time Varying %A John Campbell %A Luis Viceira %B The Quarterly Journal of Economics %V 114 %P 433-495 %G eng