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  • All HBS Web  (216)
    • News  (13)
    • Research  (177)
  • Faculty Publications  (140)

Show Results For

  • All HBS Web  (216)
    • News  (13)
    • Research  (177)
  • Faculty Publications  (140)
← Page 9 of 216 Results →
  • 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
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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
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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
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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
Keywords: Financial Strategy; Stock Options; Employee Stock Ownership Plan; Computer Industry
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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
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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
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Viceira, Luis M., and Joel L. Heilprin. "Nextel Peru: Emerging Market Cost of Capital (Brief Case)." Harvard Business School Teaching Note 916-517, December 2015.
  • 2004
  • Other Unpublished Work

Long-Horizon Mean-Variance Analysis: A User Guide

By: Luis M. Viceira and John Y. Campbell
Keywords: Mathematical Methods
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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
Keywords: Strategy; Resource Allocation; Assets; Decision Choices and Conditions; Investment
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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
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Di Maggio, Marco, Luis M. Viceira, and Julia Kelley. "Zillow Offers: Winning Online Real Estate 2.0." Harvard Business School Teaching Note 221-071, February 2021. (Revised March 2022.)
  • 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
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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
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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
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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
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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
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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
Keywords: Capital Markets; Investment; Financial Institutions; Macroeconomics; Japan
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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
Keywords: Compensation and Benefits; Resource Allocation; Strategy
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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
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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
Keywords: Investment; Labor; Investment Funds
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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.
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