Luis M. Viceira

7.3k total citations · 1 hit paper
55 papers, 3.6k citations indexed

About

Luis M. Viceira is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Luis M. Viceira has authored 55 papers receiving a total of 3.6k indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 21 papers in General Economics, Econometrics and Finance and 13 papers in Economics and Econometrics. Recurrent topics in Luis M. Viceira's work include Financial Markets and Investment Strategies (26 papers), Monetary Policy and Economic Impact (20 papers) and Stochastic processes and financial applications (17 papers). Luis M. Viceira is often cited by papers focused on Financial Markets and Investment Strategies (26 papers), Monetary Policy and Economic Impact (20 papers) and Stochastic processes and financial applications (17 papers). Luis M. Viceira collaborates with scholars based in United States, United Kingdom and Hong Kong. Luis M. Viceira's co-authors include John Y. Campbell, George Chacko, Yeung L. Chan, Adi Sunderam, Francisco Gomes, Laurence J. Kotlikoff, Robert J. Shiller, Carolin Pflueger, Brian J. Hall and Randolph B. Cohen and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Luis M. Viceira

53 papers receiving 3.3k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Strategic Asset Allocation

2002 821 citations John Y. Campbell, Luis M. Viceira profile →

Peers

Luis M. Viceira

FINAN

EE

GEEF

ACCOU

DEMOG

Pierluigi Balduzzi United States

Pascal J. Maenhout France

Suresh Sundaresan United States

Alexander Michaelides United Kingdom

Jessica A. Wachter United States

George Pennacchi United States

Douglas T. Breeden United States

F. Douglas Foster Australia

Harold H. Zhang United States

Jules H. van Binsbergen United States

Pierluigi Balduzzi United States

Luis M. Viceira

2.0k ×0.7

FINAN

1.5k ×0.7

EE

836 ×0.8

GEEF

787 ×0.7

ACCOU

160 ×0.3

DEMOG

Citations per year, relative to Luis M. Viceira Luis M. Viceira (= 1×) peers Pierluigi Balduzzi

Countries citing papers authored by Luis M. Viceira

Since Specialization

Citations

This map shows the geographic impact of Luis M. Viceira's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Luis M. Viceira with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Luis M. Viceira more than expected).

Fields of papers citing papers by Luis M. Viceira

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Luis M. Viceira. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Luis M. Viceira. The network helps show where Luis M. Viceira may publish in the future.

Co-authorship network of co-authors of Luis M. Viceira

This figure shows the co-authorship network connecting the top 25 collaborators of Luis M. Viceira. A scholar is included among the top collaborators of Luis M. Viceira based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Luis M. Viceira. Luis M. Viceira is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Sunderam, Adi, et al.. (2017). Quantopian: A New Model for Active Management. 1 indexed citations

2.

Sunderam, Adi, et al.. (2015). The Vanguard Group, Inc. in 2015: Celebrating 40. 1 indexed citations

3.

Rhodes‐Kropf, Matthew, et al.. (2014). Texas Teachers and the New Texas Way. American Review of Tuberculosis. 56(5). 438–41. 1 indexed citations

4.

Viceira, Luis M.. (2013). Inflation-Indexed Bonds. Econstor (Econstor). 2013(3). 2 indexed citations

5.

Viceira, Luis M.. (2011). Bond risk, bond return volatility, and the term structure of interest rates. International Journal of Forecasting. 28(1). 97–117. 74 indexed citations

6.

Campbell, John Y., et al.. (2010). Appendix for "Global Currency Hedging". The Journal of Finance. 1 indexed citations

7.

Gomes, Francisco, Laurence J. Kotlikoff, & Luis M. Viceira. (2008). Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds. American Economic Review. 98(2). 297–303. 134 indexed citations

8.

Greenwood, Robin & Luis M. Viceira. (2008). Martingale Asset Management LP in 2008, 130/30 Funds, and a Low-Volatility Strategy (TN). 1 indexed citations

9.

Gomes, Francisco, Laurence J. Kotlikoff, & Luis M. Viceira. (2007). The Excess Burden of Government Indecision. SSRN Electronic Journal. 8 indexed citations

10.

Viceira, Luis M.. (2007). Life-Cycle Funds. SSRN Electronic Journal. 54 indexed citations

11.

Jurek, Jakub W. & Luis M. Viceira. (2006). Optimal Value and Growth Tilts in Long-Horizon Portfolios. SSRN Electronic Journal. 21 indexed citations

12.

Viceira, Luis M., et al.. (2005). General Motors U.S. Pension Funds. SSRN Electronic Journal. 3 indexed citations

13.

Chacko, George & Luis M. Viceira. (2005). Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets. Review of Financial Studies. 18(4). 1369–1402. 302 indexed citations

14.

Campbell, John Y., George Chacko, Jorge V. Pérez–Rodríguez, & Luis M. Viceira. (2004). Strategic asset allocation in a continuous-time VAR model. Journal of Economic Dynamics and Control. 28(11). 2195–2214. 70 indexed citations

15.

Viceira, Luis M., et al.. (2003). Pension Policy at The Boots Company PLC. 3 indexed citations

16.

Campbell, John Y., Yeung L. Chan, & Luis M. Viceira. (2003). Appendix for "A Multivariate Model of Strategic Asset Allocation". 3 indexed citations

17.

Viceira, Luis M.. (2002). The Harvard Management Company and Inflation-Protected Bonds. SSRN Electronic Journal. 3 indexed citations

18.

Viceira, Luis M., et al.. (2001). Appendix for "Who Should Buy Long-Term Bonds?". American Economic Review. 3 indexed citations

19.

Chacko, George & Luis M. Viceira. (2000). Spectral GMM Estimation of Continuous-Time Processes. SSRN Electronic Journal. 63 indexed citations

20.

Cohen, Randolph B., Brian J. Hall, & Luis M. Viceira. (2000). Do Executive Stock Options Encourage Risk-Taking?. 79 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact