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D-Index & Metrics

Economics and Finance

D-Index
38
Citations
11204
World Ranking
2483
National Ranking
1397

Overview

Luis M. Viceira is affiliated with Harvard University in the United States. Their research primarily focuses on Economics, Econometrics, and Finance, with particular attention to subfields including Finance, Economics and Econometrics, Management Science and Operations Research, General Decision Sciences, and Accounting.

Their scholarly work covers several main research topics, such as Financial Markets and Investment Strategies, Complex Systems and Time Series Analysis, Stock Market Forecasting Methods, Decision-Making and Behavioral Economics, and Auditing, Earnings Management, and Governance.

Recent publications by Luis M. Viceira have appeared exclusively in the SSRN Electronic Journal. Notable recent papers include:

  • Retail Investors' Contrarian Behavior Around News and the Momentum Effect, 2020, SSRN Electronic Journal
  • Retail Investors' Contrarian Behavior Around News, Attention, and the Momentum Effect, 2025, SSRN Electronic Journal
  • Bond-Stock Comovements, 2025, SSRN Electronic Journal
  • Bond-Stock Comovements, 2025, SSRN Electronic Journal

Their frequent co-authors include Cheng Luo, Enrichetta Ravina, Marco Sammon, Carolin Pflueger, and John Y. Campbell, reflecting collaboration across multiple research areas within their discipline.

Luis M. Viceira's research activity is centered on empirical and theoretical analyses related to investment behaviors, market interactions, and financial instruments. The topics addressed in their work involve detailed explorations of investor behavior patterns, momentum effects in financial markets, and the interrelations between bonds and stocks.

Best Publications

  • Strategic Asset Allocation: Portfolio Choice for Long-Term Investors

    John Y. Campbell;Luis M. Viceira

  • Strategic Asset Allocation: Portfolio Choice for Long-Term Investors

    John Campbell;Luis Viceira

  • Consumption and Portfolio Decisions when Expected Returns are Time Varying

    John Y. Campbell;Luis M. Viceira

  • Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income

    Luis M. Viceira

  • A multivariate model of strategic asset allocation

    John Y. Campbell;John Y. Campbell;Yeung Lewis Chan;Luis M. Viceira;Luis M. Viceira;Luis M. Viceira

  • Who Should Buy Long-Term Bonds?

    John Y. Campbell;Luis M. Viceira

  • Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets

    George Chacko;Luis M. Viceira

  • Strategic Asset Allocation

    John Y. Campbell;Luis M. Viceira

  • Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

    John Campbell;Adi Sunderam;Luis Viceira

  • The Term Structure of the Risk-Return Tradeoff

    John Y Campbell;Luis M Viceira

  • Spectral GMM estimation of continuous-time processes

    George Chacko;Luis M. Viceira

  • Global Currency Hedging

    John Y. Campbell;Karine Serfaty-De Medeiros;Luis M. Viceira

  • Understanding Inflation-Indexed Bond Markets

    John Y. Campbell;Robert J. Shiller;Luis Manuel Viceira

  • Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds

    Francisco Gomes;Laurence Kotlikoff;Luis Viceira

  • Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds

    Francisco J. Gomes;Laurence J. Kotlikoff;Luis M. Viceira

  • Do Executive Stock Options Encourage Risk-Taking?

    Randolph B. Cohen;Brian J. Hall;Luis M. Viceira

  • Global Currency Hedging

    Unknown

  • Consumption and Portfolio Decisions When Expected Returns are Time Varying

    John Y. Campbell;John Y. Campbell;Luis M. Viceira;Luis M. Viceira

  • Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

    John Y. Campbell;Adi Sunderam;Luis M. Viceira

  • Macroeconomic Drivers of Bond and Equity Risks

    John Y. Campbell;Carolin E. Pflueger;Luis M. Viceira

  • Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets

    George Chacko;Luis M. Viceira;Luis M. Viceira

  • Monetary Policy Drivers of Bond and Equity Risks

    Luis Viceira;Carolin Pflueger;John Campbell

  • STRATEGIC ASSET ALLOCATION IN A CONTINUOUS-TIME VAR MODEL

    John Y Campbell;George Chacko;Jorge Rodriguez;Luis M Viceira

  • Bond risk, bond return volatility, and the term structure of interest rates

    Luis M. Viceira;Luis M. Viceira

  • A Multivariate Model of Strategic Asset Allocation

    John Y. Campbell;John Y. Campbell;Yeung Lewis Chan;Luis M. Viceira;Luis M. Viceira

  • Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income

    Luis M. Viceira;Luis M. Viceira

  • Understanding Inflation-Indexed Bond Markets

    Unknown

  • Global Currency Hedging

    Luis Viceira;Karine Serfaty-de Medeiros;John Campbell

  • Appendix for "Who Should Buy Long-Term Bonds?"

    John Y. Campbell;Luis M. Viceira

Frequent Co-Authors

John Y. Campbell
John Y. Campbell Harvard University
Laurence J. Kotlikoff
Laurence J. Kotlikoff Boston University
Robert J. Shiller
Robert J. Shiller Yale University
Samuel Gregory Hanson
Samuel Gregory Hanson Harvard University
James J. Choi
James J. Choi Yale University
Robin Greenwood
Robin Greenwood Harvard University
David Laibson
David Laibson Harvard University
Monika Piazzesi
Monika Piazzesi Stanford University
Amit Seru
Amit Seru Stanford University
Daniel J. Benjamin
Daniel J. Benjamin University of California, Los Angeles

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