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- All HBS Web (210)
- Faculty Publications (132)
Show Results For
- All HBS Web (210)
- Faculty Publications (132)
- July 2021
- Supplement
Pershing Square's Pandemic Trade (B)
By: Emil N. Siriwardane, Luis M. Viceira and Dean Xu
Siriwardane, Emil N., Luis M. Viceira, and Dean Xu. "Pershing Square's Pandemic Trade (B)." Harvard Business School Supplement 222-008, July 2021.
- April 2024
- Teaching Note
NBIM and the Norwegian Sovereign Wealth Fund
By: Luis M. Viceira and Wenxin Du
Teaching Note for HBS Case No. 224-038.
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- July 2020
- Case
Sustainable Investing in Private Markets at TIFF
By: Luis M. Viceira and Victoria Sienczewski
Viceira, Luis M., and Victoria Sienczewski. "Sustainable Investing in Private Markets at TIFF." Harvard Business School Case 221-005, July 2020.
- February 2014 (Revised November 2015)
- Case
APG Group: Managing Pensions for the Future
By: Luis M. Viceira and Elena Corsi
Viceira, Luis M., and Elena Corsi. "APG Group: Managing Pensions for the Future." Harvard Business School Case 214-087, February 2014. (Revised November 2015.)
- August 2008 (Revised June 2012)
- Case
Martingale Asset Management LP in 2008, 130/30 Funds, and a Low-Volatility Strategy
By: Luis M. Viceira and Helen Tung
In early July of 2008, William (Bill) Jacques, Chief Investment Officer at Martingale Asset Management, a quantitative value-oriented investment manager in Boston, Massachusetts, was busy preparing for an upcoming meeting with the group that made new product decisions...
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Keywords:
Volatility;
Asset Management;
Stocks;
Financial Strategy;
Investment Funds;
Product Development
Viceira, Luis M., and Helen Tung. "Martingale Asset Management LP in 2008, 130/30 Funds, and a Low-Volatility Strategy." Harvard Business School Case 209-047, August 2008. (Revised June 2012.)
- June 2007 (Revised January 2008)
- Background Note
The U.S. Retirement Savings Market and the Pension Protection Act of 2006
By: Luis M. Viceira and Helen Tung
Provides an overview of the evolution of the private retirement savings market in the U.S. since 1990; the management and administration of defined-contribution (DC) plans; the existing evidence about the investment and savings decisions of participants in DC plans;...
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Keywords:
Investment;
Personal Finance;
Saving;
Government Legislation;
Retirement;
Business and Government Relations;
Financial Services Industry;
United States
Viceira, Luis M., and Helen Tung. "The U.S. Retirement Savings Market and the Pension Protection Act of 2006." Harvard Business School Background Note 207-130, June 2007. (Revised January 2008.)
- December 2018
- Teaching Note
Puerto Rico's COFINA Bonds: Hold or Fold?
By: Adi Sunderam, Luis M. Viceira and Shawn O'Brien
- December 2018
- Teaching Note
Baupost Group: Finding a Margin of Safety in London Real Estate
By: Adi Sunderam, Luis M. Viceira and Shawn O'Brien
- January 2016
- Case
Models of Endowment Management: King's College, Cambridge
By: David Chambers, Elroy Dimson, Luis M. Viceira and Elena Corsi
One of the University of Cambridge's Colleges evaluates different asset management options for their endowment fund.
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Chambers, David, Elroy Dimson, Luis M. Viceira, and Elena Corsi. "Models of Endowment Management: King's College, Cambridge." Harvard Business School Case 216-023, January 2016.
- July 2003 (Revised December 2003)
- Case
Investment Policy at New England Healthcare
By: Jay O. Light, Luis M. Viceira and Akiko M. Mitsui
The Investment Committee of New England Healthcare must decide how to invest three long-term investment pools: a long-term, endowment-type fund and two pension plans. In particular, the committee is evaluating whether the two pension funds--one is a "final salary"...
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Keywords:
Decisions;
Asset Management;
Investment;
Investment Portfolio;
Policy;
Taxation;
Health Industry;
England
Light, Jay O., Luis M. Viceira, and Akiko M. Mitsui. "Investment Policy at New England Healthcare." Harvard Business School Case 204-018, July 2003. (Revised December 2003.)
- Article
Inflation-Indexed Bonds and the Expectations Hypothesis
By: Carolin E. Pflueger and Luis M. Viceira
This paper empirically analyzes the Expectations Hypothesis (EH) in inflation-indexed (or real) bonds and in nominal bonds in the U.S. and in the U.K. We strongly reject the EH in inflation-indexed bonds and also confirm and update the existing evidence rejecting the...
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Keywords:
TIPS;
Breakeven Inflation;
Return Predictability;
Bond Risk Premia;
Risk Management;
Bonds;
Financial Liquidity;
Inflation and Deflation;
United Kingdom;
United States
Pflueger, Carolin E., and Luis M. Viceira. "Inflation-Indexed Bonds and the Expectations Hypothesis." Annual Review of Financial Economics 3 (2011): 139–158.
- Article
Optimal Value and Growth Tilts in Long-Horizon Portfolios
By: Jakub W. Jurek and Luis M. Viceira
We develop an analytical solution to the dynamic portfolio choice problem of an investor with power utility defined over wealth at a finite horizon, who faces a time-varying investment opportunity set, parameterized using a flexible vector autoregression. We apply this...
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Keywords:
Decision Choices and Conditions;
Private Equity;
Investment;
Investment Portfolio;
Asset Pricing;
Value
Jurek, Jakub W., and Luis M. Viceira. "Optimal Value and Growth Tilts in Long-Horizon Portfolios." Review of Finance 15, no. 1 (January 2011): 29–74.
- 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.)
- 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.
- 2006
- Chapter
Strategic Asset Allocation for Pension Plans
By: John Y. Campbell and Luis M. Viceira
Campbell, John Y., and Luis M. Viceira. "Strategic Asset Allocation for Pension Plans." In The Oxford Handbook of Pensions and Retirement Income, edited by Gordon Clark, Alicia Munnell, and Michael Orszag. Oxford University Press, 2006.
- 2013
- Working Paper
Internet Appendix for "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds"
By: Adi Sunderam, Luis M. Viceira and John Y. Campbell
Sunderam, Adi, Luis M. Viceira, and John Y. Campbell. Internet Appendix for "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds". Working Paper, 2013.
- February 2021 (Revised March 2022)
- Teaching Note
Zillow Offers: Winning Online Real Estate 2.0
By: Marco Di Maggio, Luis M. Viceira and Julia Kelley
- 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.
- July 2021
- Supplement
Pershing Square's Pandemic Trade (D)
By: Emil N. Siriwardane, Luis M. Viceira and Dean Xu
Siriwardane, Emil N., Luis M. Viceira, and Dean Xu. "Pershing Square's Pandemic Trade (D)." Harvard Business School Supplement 222-010, July 2021.