Citation:
Luis Viceira. 1996. “Testing for Structural Change in the Predictability of Asset Returns”.
 | 6.53 MB |
Luis M. Viceira
George E. Bates Professor, Senior Associate Dean, Executive Education, and Senior Associate Dean, HBS Online
Publications by Type
- Book (1)
- Book Chapter (5)
- Journal Article (20)
- Working Paper (4)
Recent Publications
- Macroeconomic Drivers of Bond and Equity Risks
- Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
- Bond Risk, Bond Return Volatility, and the Term Structure of Interest Rates
- The Excess Burden of Government Indecision
- Optimal Value and Growth Tilts in Long-Horizon Portfolios
- Inflation-Indexed Bonds and the Expectations Hypothesis
Copyright © 2024 The President and Fellows of Harvard College | Accessibility | Digital Accessibility | Report Copyright Infringement