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Publications by Type: Journal Article

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