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Viceira, Luis M.Remove Viceira, Luis M. →

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  • March 2001
  • Article

Who Should Buy Long-Term Bonds?

By: John Y. Campbell and Luis M. Viceira
Keywords: Bonds
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  • Article

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

By: Luis M. Viceira, John Y. Campbell, Francisco Gomes and Pascal J. Maenhout
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  • December 2000
  • Supplement

Harvard Management Company & Inflation-Protected Bonds

By: Luis M. Viceira
Spreadsheet to (9-201-053). Download only. View Details
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  • December 2000
  • Supplement

Harmonized Savings Plan at BPAmoco

By: Luis M. Viceira
Spreadsheet to (9-201-052). Download only. View Details
Keywords: Financial Services Industry; United States; North and Central America
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  • 2000
  • Other Unpublished Work

Asset Allocation with Endogenous Labor Income: The Case of Incomplete Markets

By: Luis M. Viceira and Yeung Lewis Chan
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  • October 2000 (Revised February 2007)
  • Case

Harvard Management Company and Inflation-Protected Bonds, The

By: Luis M. Viceira
In March 2000, the board of The Harvard Management Co. (HMC) approved significant changes in the policy portfolio determining the long-run allocation policy of the Harvard University endowment. These changes included a sharp reduction of the allocation to U.S. equities... View Details
Keywords: Bonds; Investment Portfolio; Investment Funds; Asset Management; Corporate Governance; Capital Markets; Financial Services Industry; United States
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  • October 2000 (Revised November 2000)
  • Case

Harmonized Savings Plan at BP Amoco, The

By: Luis M. Viceira
On August 11, 1998, United States' Amoco Corp. (NYSE: AR) and the British Petroleum Co. (BP) p.l.c. (NYSE: BP) announced the BPC merger with Amoco. This deal was the largest industrial merger to date, and created the world's third-largest oil company, BP (NYSE: BP).... View Details
Keywords: Financial Strategy; Mergers and Acquisitions; Compensation and Benefits; Energy Industry; North and Central America
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  • March 2000
  • Case

Dell Computer Corporation: Share Repurchase Program

By: George C. Chacko and Luis M. Viceira
Dell Computer Corp. announced a share repurchase program shortly after a significant stock price drop. In this announcement, the company also states that it will use options contracts. This case looks at the options transactions and how they relate to Dell's employee... View Details
Keywords: Financial Strategy; Stock Options; Employee Stock Ownership Plan; Computer Industry
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  • 2000
  • Other Unpublished Work

Do Executive Stock Options Encourage Risk-Taking?

By: Randolph B. Cohen, Brian J. Hall and Luis M. Viceira
Executive stock options create incentives for executives to manage firms in ways that maximize firm market value. Since options increase in value with the volatility of the underlying stock, executive stock options provide managers with incentives to take actions that... View Details
Keywords: Risk and Uncertainty; Motivation and Incentives; Stock Options; Executive Compensation
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  • Article

Consumption and Portfolio Decisions When Expected Returns Are Time Varying

By: Luis M. Viceira and John Y. Campbell
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  • 1997
  • Manual

A Solution Manual to 'The Econometrics of Financial Markets'

By: Luis M. Viceira, Petr Adamek, John Y. Campbell, Andrew W. Lo and A. Craig MacKinlay
Keywords: Financial Markets
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  • 1996
  • Other Unpublished Work

Testing for Structural Change in the Predictability of Asset Returns

By: Luis M. Viceira
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  • Teaching Interest

Investment Management Workshop

By: Luis M. Viceira
Investing and Strategic Decision-Making for Principals, Portfolio Managers, and Executives of Asset Management Firms

For nearly 50 years, the Investment Management Workshop (IMW) has convened the world's top principals, portfolio managers, and... View Details
  • Teaching Interest

Investment Managment for Professional and Personal Investors

By: Luis M. Viceira
IMPPI is suitable for all students interested in gaining a broad perspective on investing and the asset management business, including those targeting careers in asset management and those interested in learning how to become sophisticated consumers of investment... View Details