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All HBS Web
(115,785)
- Faculty Publications (141)
- March 2003
- Case
Investing in Japan
By: Peter A. Hecht and Luis M. Viceira
The evolution of the macroeconomic environment, capital markets, financial institutions (including banks, public and private pension funds, and mutual funds), and financial regulation in Japan during the period 1980 to 2002, are examined long-term demographic...
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Hecht, Peter A., and Luis M. Viceira. "Investing in Japan." Harvard Business School Case 203-036, March 2003.
- March 2003
- Article
Foreign Currency for Long-Term Investors
By: Luis M. Viceira, John Y. Campbell and Joshua S. White
Viceira, Luis M., John Y. Campbell, and Joshua S. White. "Foreign Currency for Long-Term Investors." Economic Journal 113, no. 486 (March 2003).
- January 2003
- Article
A Multivariate Model of Strategic Asset Allocation
By: Luis M. Viceira, John Y. Campbell and Y. Lewis Chan
Viceira, Luis M., John Y. Campbell, and Y. Lewis Chan. "A Multivariate Model of Strategic Asset Allocation." Journal of Financial Economics 67, no. 1 (January 2003): 41–80. (Click here for Appendix. Winner of the second 2003 Fama/DFA Prize for Capital Markets and Asset Pricing.)
- June 2002
- Teaching Note
Harvard Management Company and Inflation-Protected Bonds,The (TN)
By: Luis M. Viceira
Teaching Note for (9-201-053).
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- 2002
- Book
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
By: John Y. Campbell and Luis M. Viceira
Keywords:
Investment Portfolio
Campbell, John Y., and Luis M. Viceira. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors. Oxford: Oxford University Press, 2002. (Winner of TIAA-CREF Paul A. Samuelson Award for Outstanding Scholarly Writing on Lifelong Financial Security presented by TIAA-CREF Institute.)
- 2001
- Book
Appendix to 'Strategic Asset Allocation: Portfolio Choice for Long-Term Investors'
By: Luis M. Viceira and John Y. Campbell
Viceira, Luis M., and John Y. Campbell. Appendix to 'Strategic Asset Allocation: Portfolio Choice for Long-Term Investors'. Oxford University Press, 2001.
- April 2001
- Article
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income
By: Luis M. Viceira
Viceira, Luis M. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income." Journal of Finance 56, no. 2 (April 2001): 433–470.
- March 2001
- Article
Who Should Buy Long-Term Bonds?
By: John Y. Campbell and Luis M. Viceira
Keywords:
Bonds
Campbell, John Y., and Luis M. Viceira. "Who Should Buy Long-Term Bonds?" American Economic Review 91, no. 1 (March 2001): 99–127. (Winner of FAME Research Prize. International Center for Financial Asset Management and Engineering presented by University of Lausanne. Click here for Appendix.)
- Article
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
By: Luis M. Viceira, John Y. Campbell, Francisco Gomes and Pascal J. Maenhout
Viceira, Luis M., John Y. Campbell, Francisco Gomes, and Pascal J. Maenhout. "Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor." European Finance Review 5, no. 3 (2001).
- December 2000
- Supplement
Harvard Management Company & Inflation-Protected Bonds
By: Luis M. Viceira
Spreadsheet to (9-201-053). Download only.
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- December 2000
- Supplement
Harmonized Savings Plan at BPAmoco
By: Luis M. Viceira
Spreadsheet to (9-201-052). Download only.
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- 2000
- Other Unpublished Work
Asset Allocation with Endogenous Labor Income: The Case of Incomplete Markets
By: Luis M. Viceira and Yeung Lewis Chan
Viceira, Luis M., and Yeung Lewis Chan. "Asset Allocation with Endogenous Labor Income: The Case of Incomplete Markets." December 2000.
- October 2000 (Revised February 2007)
- Case
Harvard Management Company and Inflation-Protected Bonds, The
By: Luis M. Viceira
In March 2000, the board of The Harvard Management Co. (HMC) approved significant changes in the policy portfolio determining the long-run allocation policy of the Harvard University endowment. These changes included a sharp reduction of the allocation to U.S. equities...
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Keywords:
Bonds;
Investment Portfolio;
Investment Funds;
Asset Management;
Corporate Governance;
Capital Markets;
Financial Services Industry;
United States
Viceira, Luis M. "Harvard Management Company and Inflation-Protected Bonds, The." Harvard Business School Case 201-053, October 2000. (Revised February 2007.)
- October 2000 (Revised November 2000)
- Case
Harmonized Savings Plan at BP Amoco, The
By: Luis M. Viceira
On August 11, 1998, United States' Amoco Corp. (NYSE: AR) and the British Petroleum Co. (BP) p.l.c. (NYSE: BP) announced the BPC merger with Amoco. This deal was the largest industrial merger to date, and created the world's third-largest oil company, BP (NYSE: BP)....
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Keywords:
Financial Strategy;
Mergers and Acquisitions;
Compensation and Benefits;
Energy Industry;
North and Central America
Viceira, Luis M. "Harmonized Savings Plan at BP Amoco, The." Harvard Business School Case 201-052, October 2000. (Revised November 2000.)
- March 2000
- Case
Dell Computer Corporation: Share Repurchase Program
By: George C. Chacko and Luis M. Viceira
Dell Computer Corp. announced a share repurchase program shortly after a significant stock price drop. In this announcement, the company also states that it will use options contracts. This case looks at the options transactions and how they relate to Dell's employee...
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Chacko, George C., and Luis M. Viceira. "Dell Computer Corporation: Share Repurchase Program." Harvard Business School Case 200-056, March 2000.
- 2000
- Other Unpublished Work
Do Executive Stock Options Encourage Risk-Taking?
Executive stock options create incentives for executives to manage firms in ways that maximize firm market value. Since options increase in value with the volatility of the underlying stock, executive stock options provide managers with incentives to take actions that...
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Cohen, Randolph B., Brian J. Hall, and Luis M. Viceira. "Do Executive Stock Options Encourage Risk-Taking?" 2000.
- Article
Consumption and Portfolio Decisions When Expected Returns Are Time Varying
By: Luis M. Viceira and John Y. Campbell
Viceira, Luis M., and John Y. Campbell. "Consumption and Portfolio Decisions When Expected Returns Are Time Varying." Quarterly Journal of Economics 114, no. 2 (May 1999): 433–495. (This note, "Consumption and Portfolio Decisions When Expected Returns Are Time Varying: Erratum," corrects an error in the May 1999 paper.)
- 1997
- Manual
A Solution Manual to 'The Econometrics of Financial Markets'
By: Luis M. Viceira, Petr Adamek, John Y. Campbell, Andrew W. Lo and A. Craig MacKinlay
Keywords:
Financial Markets
Viceira, Luis M., Petr Adamek, John Y. Campbell, Andrew W. Lo, and A. Craig MacKinlay. A Solution Manual to 'The Econometrics of Financial Markets'. Princeton University Press, 1997.
- 1996
- Other Unpublished Work
Testing for Structural Change in the Predictability of Asset Returns
By: Luis M. Viceira
Viceira, Luis M. "Testing for Structural Change in the Predictability of Asset Returns." 1996.
- Teaching Interest
Investment Management Workshop
By: Luis M. Viceira
Investing and Strategic Decision-Making for Principals, Portfolio Managers, and Executives of Asset Management Firms
For nearly 50 years, the Investment Management Workshop (IMW) has convened the world's top principals, portfolio managers, and...
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