Luis Viceira
Associate Professor
Graduate School of Business Administration
Professor Luis M. Viceira is an Associate Professor at the Harvard Business School, where he teaches investment management and capital markets in the MBA and doctoral programs. His research focuses on the analysis of asset allocation strategies for long-term investors, both individuals and institutions, in the face of changing interest rates, risk premia, and risk. This research is the subject of his book Strategic Asset Allocation, co-authored with Professor John Y. Campbell of Harvard University and published by Oxford University Press in 2002. This book received the TIAA-CREF Paul Samuelson Award for "outstanding scholarly writing on lifelong financial security" in 2003.
Professor Viceira is also the author of multiple articles published in leading economics and finance journals, including the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, the Financial Analysts Journal, the Quarterly Journal of Economics, the American Economic Review, and the Journal of Economic Dynamics and Control. He is also the author of Harvard Business School cases on the investment and organizational problems of large, long-term institutional investors such as pension funds and endowments.
In addition to the TIAA-CREF Paul Samuelson award, he has also received the 1999 Fame Award, the second 2000 Inquire Europe Prize, the second 2003 Fama/DFA Prize for Capital Markets and Asset Pricing, the 2004 Prize for Financial Innovation of the Q-Group, Inquire Europe and Inquire U.K. for his contributions to the theory and practice of asset management and quantitative investment research, and the 2005 Graham and Dodd Award for best article in the Financial Analysts Journal.
Professor Viceira holds an M.A. and a Ph.D. in Economics from Harvard University in Cambridge (MA, USA). He is a Faculty Research Fellow for the National Bureau of Economic Research (NBER) in Cambridge (MA, USA), a Research Affiliate for the Centre for Economic Policy Research (CEPR) in London (UK), a Fellow of the TIAA-CREF Institute in New York (NY, USA), and a member of the Scientific Council of NETSPAR, the network for research on the economics of pensions, aging and retirement in Tilburg University (The Netherlands).
Professor Viceira also serves as an external consultant to firms in the area of investment management. He is a member of the Academic Advisory Board of ABP Investments in The Netherlands and of Smartleaf, Inc. in Cambridge (MA, USA).
