Luis M. Viceira

Economics and Econometrics · 2000–2020

A researcher in the Science corpus: 14 papers; trusts 49 researchers and is trusted by 51 researchers here, as inferred from the citation graph.

Subfields

Whom Luis M. Viceira trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Jessica A. Wachter
  3. John Y. Campbell
  4. Torben G. Andersen
  5. Ole E. Barndorff-Nielsen
  6. Tim Bollerslev
  7. N. Shephard
  8. Kenneth J. Singleton
  9. Nicholas Barberis
  10. Ravi Bansal

Who trusts Luis M. Viceira overall

  1. Ryan D. Edwards
  2. John Y. Campbell
  3. Anthony W. Lynch
  4. Jessica A. Wachter
  5. João F. Cocco
  6. Francisco Gomes
  7. Jun Liu
  8. Massimo Guidolin
  9. Andrew Ang
  10. Claus Munk

Papers from Luis M. Viceira's perspective

Ordered by how strongly the researchers Luis M. Viceira trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  2. Generalized autoregressive conditional heteroskedasticity
  3. Consumption, aggregate wealth and expected stock returns
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. On Estimating the Expected Return on the Market: An Exploratory Investigation
  7. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  8. A consumption-based model of the term structure of interest rates ☆
  9. Variable Selection for Portfolio Choice
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers