Strategic asset allocation: portfolio choice for long-term investors JY Campbell, LM Viceira Clarendon Lectures in Economic, 2002 | 2695 | 2002 |
Consumption and portfolio decisions when expected returns are time varying JY Campbell, LM Viceira The Quarterly Journal of Economics 114 (2), 433-495, 1999 | 1284 | 1999 |
Optimal portfolio choice for long‐horizon investors with nontradable labor income LM Viceira The Journal of Finance 56 (2), 433-470, 2001 | 1088 | 2001 |
Who should buy long-term bonds? JY Campbell, LM Viceira American Economic Review 91 (1), 99-127, 2001 | 858 | 2001 |
A multivariate model of strategic asset allocation JY Campbell, YL Chan, LM Viceira Journal of financial economics 67 (1), 41-80, 2003 | 732 | 2003 |
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets G Chacko, LM Viceira The Review of Financial Studies 18 (4), 1369-1402, 2005 | 675 | 2005 |
Inflation bets or deflation hedges? The changing risks of nominal bonds JY Campbell, A Sunderam, LM Viceira National Bureau of Economic Research, 2009 | 467 | 2009 |
The term structure of the risk–return trade-off JY Campbell, LM Viceira Financial Analysts Journal 61 (1), 34-44, 2005 | 391 | 2005 |
Global currency hedging JY Campbell, K Serfaty‐De Medeiros, LM Viceira The Journal of Finance 65 (1), 87-121, 2010 | 389 | 2010 |
Spectral GMM estimation of continuous-time processes G Chacko, LM Viceira Journal of Econometrics 116 (1-2), 259-292, 2003 | 378 | 2003 |
Understanding inflation-indexed bond markets JY Campbell, RJ Shiller, LM Viceira National Bureau of Economic Research, 2009 | 292 | 2009 |
Optimal life-cycle investing with flexible labor supply: A welfare analysis of life-cycle funds FJ Gomes, LJ Kotlikoff, LM Viceira American Economic Review 98 (2), 297-303, 2008 | 262 | 2008 |
Do executive stock options encourage risk-taking RB Cohen, BJ Hall, LM Viceira Unpublished manuscript, Harvard University, 2000 | 259 | 2000 |
Macroeconomic drivers of bond and equity risks JY Campbell, C Pflueger, LM Viceira Journal of Political Economy 128 (8), 3148-3185, 2020 | 182 | 2020 |
Monetary policy drivers of bond and equity risks JY Campbell, C Pflueger, LM Viceira National Bureau of Economic Research, 2014 | 182 | 2014 |
Strategic asset allocation in a continuous-time VAR model JY Campbell, G Chacko, J Rodriguez, LM Viceira Journal of Economic Dynamics and Control 28 (11), 2195-2214, 2004 | 171 | 2004 |
Bond risk, bond return volatility, and the term structure of interest rates LM Viceira International Journal of Forecasting 28 (1), 97-117, 2012 | 163 | 2012 |
Life-cycle funds LM Viceira Overcoming the saving slump: How to increase the effectiveness of financial …, 2009 | 163 | 2009 |
Stock market mean reversion and the optimal equity allocation of a long-lived investor JY Campbell, J Cocco, F Gomes, PJ Maenhout, LM Viceira Review of Finance 5 (3), 269-292, 2001 | 142 | 2001 |
Optimal value and growth tilts in long-horizon portfolios JW Jurek, LM Viceira Review of Finance 15 (1), 29-74, 2011 | 100 | 2011 |