Showing results 1 - 5 of 5
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.…
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…