What is he best known for?
The fields of study he is best known for:
- Finance
- Inflation
- Hedge fund
Portfolio, Econometrics, Bond, Real interest rate and Microeconomics are his primary areas of study.
His Portfolio optimization, Replicating portfolio and Intertemporal portfolio choice study in the realm of Portfolio connects with subjects such as Work.
His Econometrics study frequently draws connections to other fields, such as Consumption.
His Bond research incorporates themes from Passive management and Bond market.
His Real interest rate study combines topics in areas such as Vector autoregression and Predictability.
His Microeconomics study combines topics from a wide range of disciplines, such as Pension and Global assets under management.
His most cited work include:
- Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (962 citations)
- Consumption and Portfolio Decisions when Expected Returns are Time Varying (726 citations)
- Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income (506 citations)
What are the main themes of his work throughout his whole career to date?
His primary areas of study are Bond, Portfolio, Econometrics, Finance and Real interest rate.
His Bond research is multidisciplinary, incorporating perspectives in Bond market, Risk premium, Financial economics, Inflation and Monetary economics.
Luis M. Viceira interconnects Equity, Microeconomics, Consumption, Stock market and Vector autoregression in the investigation of issues within Portfolio.
His study in Vector autoregression is interdisciplinary in nature, drawing from both Value and Resource allocation.
His Econometrics study incorporates themes from Modern portfolio theory, Intertemporal portfolio choice and Yield curve, Interest rate.
The study incorporates disciplines such as Liquidity risk, Liquidity premium and Predictability in addition to Real interest rate.
He most often published in these fields:
- Bond (59.46%)
- Portfolio (57.30%)
- Econometrics (47.57%)
What were the highlights of his more recent work (between 2014-2020)?
- Finance (32.97%)
- Bond (59.46%)
- Monetary economics (29.19%)
In recent papers he was focusing on the following fields of study:
Luis M. Viceira spends much of his time researching Finance, Bond, Monetary economics, Equity and Emerging markets.
The Asset management and Private bank research Luis M. Viceira does as part of his general Finance study is frequently linked to other disciplines of science, such as Social issues, therefore creating a link between diverse domains of science.
The various areas that Luis M. Viceira examines in his Bond study include Econometrics and Interest rate.
His research integrates issues of Deflation, Rate of return, Covariance, Real interest rate and Yield curve in his study of Econometrics.
His studies in Monetary economics integrate themes in fields like Momentum effect, Disposition effect and Contrarian.
His Equity research is multidisciplinary, incorporating elements of Global bond, Diversification, Portfolio, Cash flow and Risk premium.
Between 2014 and 2020, his most popular works were:
- Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (39 citations)
- Macroeconomic Drivers of Bond and Equity Risks (21 citations)
- Global Portfolio Diversification for Long-Horizon Investors (6 citations)
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