Showing results 1 - 9 of 9
May 30, 2023, Paper: "The co-movement of Treasury bonds and stocks is an important indicator for both policy makers and for long-term investors. A positive co-movement between…
May 17, 2022, Paper: "Using a large panel of U.S. brokerage accounts trades and positions, we show that a large fraction of retail investors trade as contrarians after large…
Prudential Financial and Asset-Liability Management. Adi Sunderam, Luis Viceira, June 1, 2016, Case, "This product is about Financial Management."…
APG Group: Managing Pensions for the Future. Luis M. Viceira, February 2014, Case. "A case study on managing pensions for the future..." May require purchase or user account.…
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity. Luis M. Viceira, September 27, 2013, Paper. "Estimating the liquidity differential between…
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. John Y. Campbell, Adi Sunderam, Luis M. Viceira, January 15, 2013, Paper. "The covariance between U.S.…
The Private Company Council. Karthik Ramanna, Luis M. Viceira, January 2013, Case. "Financial Accounting Foundation chairman Jack Brennan is under pressure from private-company…
Understanding Inflation-Indexed Bond Markets. John Campbell, Luis Viceira, May 3, 2009, Paper. "This paper explores the history of inflation-indexed bond markets in the US…
Developments in Asset Allocation Modeling. Luis Viceira, 2006, Book Chapter, "The "traditional" approach to designing policy portfolios assumes that expected returns risk, and…