Publications
Publications
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- All HBS Web
(217)
- Faculty Publications (124)
- September 2018
- Supplement
Prudential Financial and Asset-Liability Management
- July 2018
- Teaching Note
Prudential Financial—General Motors Pension Risk Transfer: Back to the Future?
By: Luis M. Viceira and Shawn O'Brien
Teaching Note for HBS No. 213-126. View Details
- October 2017
- Case
Quantopian: A New Model for Active Management
- September 2017 (Revised January 2018)
- Case
Puerto Rico's COFINA Bonds: Hold or Fold?
By: Adi Sunderam, Luis M. Viceira and Aldo Sesia
- 2017
- Article
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
By: John Y. Campbell, Adi Sunderam and Luis M. Viceira
The covariance between U.S. Treasury bond returns and stock returns has moved considerably over time. While it was slightly positive on average in the period 1953–2009, it was unusually high in the early 1980s and negative in the 2000s, particularly in the downturns of... View Details
- 2018
- Working Paper
Global Portfolio Diversification for Long-Horizon Investors
By: Luis M. Viceira and Zixuan (Kevin) Wang
This paper conducts a theoretical and empirical investigation of global portfolio diversification for long-horizon investors in the presence of permanent cash flow shocks and transitory discount rate shocks to asset prices and returns. An increase in the cross-country... View Details
- August 2016
- Case
APG Group: Managing Pensions for the Future (Abridged)
By: Luis M. Viceira and Elena Corsi
- June 2016 (Revised March 2017)
- Case
Prudential Financial and Asset-Liability Management
By: Mark S. Seasholes, Adi Sunderam, Luis M. Viceira and Emily A. Chien
- February 2016
- Supplement
Models of Endowment Management: King's College, Cambridge
By: David Chambers, Elroy Dimson, Luis M. Viceira and Elena Corsi
- 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. View Details
- 2016
- Chapter
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
By: Carolin E. Pflueger and Luis M. Viceira
- December 2015
- Case
Nextel Peru: Emerging Market Cost of Capital
By: Luis M. Viceira and Joel L. Heilprin
- December 2015
- Teaching Note
Nextel Peru: Emerging Market Cost of Capital (Brief Case)
By: Luis M. Viceira and Joel L. Heilprin
- December 2015
- Supplement
Nextel Peru: Emerging Market Cost of Capital, Spreadsheet for Instructors (Brief Case)
By: Luis M. Viceira and Joel L. Heilprin
- December 2015
- Supplement
Nextel Peru: Emerging Market Cost of Capital, Spreadsheet for Students (Brief Case)
By: Luis M. Viceira and Joel L. Heilprin
- August 2015 (Revised February 2019)
- Case
Clare College: Seeking Investment Opportunity in a Financial Crisis
By: David Chambers, Elroy Dimson and Luis M. Viceira
- June 2015 (Revised May 2017)
- Case
LOYAL3: Own What You Love™
By: Luis M. Viceira and Allison M. Ciechanover
This case features San Francisco–based financial technology startup, LOYAL3. Founded in 2008, the company seeks to disrupt the capital markets and democratize access to those markets for retail investors. By the fall of 2014, LOYAL3 had three products. In the first,... View Details