Filter Results
:
(203)
Show Results For
- All HBS Web (203)
- Faculty Publications (128)
Show Results For
- All HBS Web (203)
- Faculty Publications (128)
- 2009
- Working Paper
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
By: John Y. Campbell, Adi Sunderam and Luis M. Viceira
- October 2004
- Article
Strategic Asset Allocation in a Continuous-time VAR Model
By: John Y. Campbell, George Chacko, Jorge Rodriguez and Luis M. Viceira
Campbell, John Y., George Chacko, Jorge Rodriguez, and Luis M. Viceira. "Strategic Asset Allocation in a Continuous-time VAR Model." Journal of Economic Dynamics & Control 28, no. 11 (October 2004): 2195–2214.
- August 2020
- Article
Macroeconomic Drivers of Bond and Equity Risks
By: John Y. Campbell, Carolin E. Pflueger and Luis M. Viceira
Our new model of consumption-based habit generates time-varying risk premia on bonds and stocks from loglinear, homoskedastic macroeconomic dynamics. Consumers' first-order condition for the real risk-free bond generates an exactly loglinear consumption Euler equation,...
View Details
Keywords:
Consumption-based Habit Formation;
Consumption Euler Equation;
Time-varying Risk Premia;
Inflation Dynamics;
Bond-stock Correlation;
Risk and Uncertainty;
Bonds;
Macroeconomics
Campbell, John Y., Carolin E. Pflueger, and Luis M. Viceira. "Macroeconomic Drivers of Bond and Equity Risks." Journal of Political Economy 128, no. 8 (August 2020): 3148–3185.
- February 2016
- Supplement
Models of Endowment Management: King's College, Cambridge
By: David Chambers, Elroy Dimson, Luis M. Viceira and Elena Corsi
- 02 Nov 2010
- First Look
First Look: November 2, 2010
U.S. patent law. Then by piecing together the strategy of the company and how it is driven by its IP position, students can understand why the litigation represents such a high stakes gamble. Purchase this...
View Details
Keywords:
Sean Silverthorne
- June 2016 (Revised March 2017)
- Case
Prudential Financial and Asset-Liability Management
By: Mark S. Seasholes, Adi Sunderam, Luis M. Viceira and Emily A. Chien
Seasholes, Mark S., Adi Sunderam, Luis M. Viceira, and Emily A. Chien. "Prudential Financial and Asset-Liability Management." Harvard Business School Case 216-076, June 2016. (Revised March 2017.)
- 20 May 2008
- First Look
First Look: May 20, 2008
Life-Cycle Funds Authors:Francisco J. Gomes, Laurence J. Kotlikoff, and Luis M. Viceira Abstract We investigate optimal consumption, asset accumulation and portfolio decisions...
View Details
Keywords:
Martha Lagace
- 19 Oct 2010
- First Look
First Look: October 19, 2010
case:http://cb.hbsp.harvard.edu/cb/product/411042-PDF-ENG MacroMarkets LLC Robin Greenwood and Luis M. ViceiraHarvard Business School Case 211-006 MacroMarkets co-founder and CEO Samuel Masucci III is...
View Details
Keywords:
Sean Silverthorne
- 01 Jun 2003
- News
Student Conferences, at a Glance
Cash, Jr. Professional Achievement Award: Raymond J. McGuire (MBA 1983/JD 1984), managing director, Mergers & Acquisitions Group, Morgan Stanley This year’s conference — named for one of the School’s first African-American alumni — included talks View Details
- 01 Jun 2003
- News
South Florida and Minnesota Launch Community Programs
“Transforming Life, Transforming Business: The Life Science Revolution,” an event sponsored by the HBS Health Industry Alumni Association and the Harvard Club of San Antonio. Speakers included Juan Enriquez (MBA ’86), director of the HBS...
View Details
- 10 Mar 2009
- First Look
First Look: March 10, 2009
Laurence J. Kotlikoff, and Luis M. Viceira Publication: American Economic Review Papers and Proceedings 98 (May 2008): 297-303 Abstract We investigate optimal consumption,...
View Details
Keywords:
Martha Lagace
- Web
Print View - Course Catalog
Number 1446 Professor Luis Viceira Assistant Professor Emil Siriwardane Fall; Q1Q2; 3.0 credits28 sessionsExamQualifies for Management Science Track Credit IMCM is suitable for all students interested in...
View Details