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- Faculty Publications (140)
Show Results For
- All HBS Web (216)
- Faculty Publications (140)
- 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;... View Details
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.)
- 2002
- Book
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
By: John Y. Campbell and Luis M. Viceira
Keywords: Investment Portfolio
Campbell, John Y., and Luis M. Viceira. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors. Oxford: Oxford University Press, 2002. (Winner of TIAA-CREF Paul A. Samuelson Award for Outstanding Scholarly Writing on Lifelong Financial Security presented by TIAA-CREF Institute.)
- December 2015
- Case
Nextel Peru: Emerging Market Cost of Capital
By: Luis M. Viceira and Joel L. Heilprin
Viceira, Luis M., and Joel L. Heilprin. "Nextel Peru: Emerging Market Cost of Capital." Harvard Business School Brief Case 916-516, December 2015.
- 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
Chacko, George C., and Luis M. Viceira. "Dell Computer Corporation: Share Repurchase Program." Harvard Business School Case 200-056, March 2000.
- Article
The Term Structure of the Risk-Return Tradeoff
By: John Y. Campbell and Luis M. Viceira
Campbell, John Y., and Luis M. Viceira. "The Term Structure of the Risk-Return Tradeoff." Financial Analysts Journal 61, no. 1 (January–February 2005). (Awarded the the Graham and Dodd Award for Excellence in Financial Writing from the Financial Analysts Journal and the CFA Institute.)
- December 2015
- Teaching Note
Nextel Peru: Emerging Market Cost of Capital (Brief Case)
By: Luis M. Viceira and Joel L. Heilprin
- 2004
- Other Unpublished Work
Long-Horizon Mean-Variance Analysis: A User Guide
By: Luis M. Viceira and John Y. Campbell
Keywords: Mathematical Methods
Viceira, Luis M., and John Y. Campbell. "Long-Horizon Mean-Variance Analysis: A User Guide." September 2004.
- 2001
- Book
Appendix to 'Strategic Asset Allocation: Portfolio Choice for Long-Term Investors'
By: Luis M. Viceira and John Y. Campbell
Viceira, Luis M., and John Y. Campbell. Appendix to 'Strategic Asset Allocation: Portfolio Choice for Long-Term Investors'. Oxford University Press, 2001.
- 06 Dec 2021
- News
HBS Curricula Explore the Complexities of Innovation
degrees in mechanical engineering and economics at Yale and then worked in tech investments at Morgan Stanley and as a project manager at Microsoft. But what Hopkins hoped to learn from the course taught by Shane Greenstein, the Martin... View Details
Keywords: Jennifer Gillespie
- 29 Apr 2014
- First Look
First Look: April 29
Competing platforms are affected negatively because more information intensifies price competition. Publisher's link: http://ssrn.com/abstract=2360263 Working Papers Monetary Policy Drivers of Bond and Equity Risks By: Campbell, John Y., Carolin E. Pflueger, and... View Details
Keywords: Sean Silverthorne
- 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
- January 2025
- Case
Index and Active Investing: Vanguard and the New Frontier of Active ETFs
By: Marco Sammon, Luis M. Viceira and Jonathan Kanagasabai
This case explores Vanguard’s strategic decision-making process as it considers entering the growing market for actively managed exchange-traded funds (ETFs). Set in 2024, the case places students in the position of Rodney Comegys, Vanguard’s global head of the Equity... View Details
Keywords: Asset Management; Financial Strategy; Investment Funds; Investment Portfolio; Financial Services Industry
Sammon, Marco, Luis M. Viceira, and Jonathan Kanagasabai. "Index and Active Investing: Vanguard and the New Frontier of Active ETFs." Harvard Business School Case 225-056, January 2025.
- September 2017 (Revised February 2025)
- Case
Puerto Rico's COFINA Bonds: Hold or Fold?
By: Adi Sunderam, Luis M. Viceira and Aldo Sesia
Sunderam, Adi, Luis M. Viceira, and Aldo Sesia. "Puerto Rico's COFINA Bonds: Hold or Fold?" Harvard Business School Case 218-023, September 2017. (Revised February 2025.)
- 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... View Details
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... View Details
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... View Details
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.
- 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"... View Details
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
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds
By: Francisco J. Gomes, Laurence J. Kotlikoff and Luis M. Viceira
Gomes, Francisco J., Laurence J. Kotlikoff, and Luis M. Viceira. "Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds." American Economic Review: Papers and Proceedings 98, no. 2 (May 2008): 297–303.