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Publications

Journal Article
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
Case
2020. “Click on this link for case materials”.Abstract
Please click here for an updated, linked list of my Harvard Business School cases and teaching materials, including teaching notes and module notes. Access to teaching notes and module notes are restricted and require logging into the Harvard Business School Publishing website.
Book Chapter
Carolin E. Pflueger and Luis Viceira. 2016. “Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity .” In Handbook of Fixed-Income Securities, edited by Pietro Veronesi. PDF Appendix
Luis Viceira. 2010. “Pension Fund Design in Developing Economies.” In Evaluating the Financial Performance of Pension Funds, edited by Richard Hinz, Heinz P. Rudolph, Pablo Antolin, and Juan Yermo. PDF
Luis Viceira. 2008. “Life-Cycle Funds.” In Overcoming the Saving Slump: How to Increase the Effectiveness of Financial Education and Saving Programs, edited by Annamaria Lusardi. University of Chicago Press. PDF
Luis Viceira. 2006. “Developments in Asset Allocation Modeling.” In Global Perspectives on Investment Management: Learning from the Leaders, edited by Rodney N. Sullivan. CFA Institute. Publisher's Version PDF
John Campbell and Luis Viceira. 2006. “Strategic Asset Allocation for Pension Plans.” In Oxford Handbook of Pensions and Retirement Income, edited by Gordon Clark, Alicia Munnell, and Michael Orszag. Oxford University Press. PDF
Book
John Campbell and Luis Viceira. 2002. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors. Oxford University Press.Abstract

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