Access Statistics for Raman Uppal

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Portfolio Perspective on the Multitude of Firm Characteristics 0 0 1 51 0 0 7 136
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 0 3 69
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 0 5 106
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 1 1 1 138
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 30 0 0 0 65
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 80 0 1 2 228
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 0 0 1 14
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 1 2 42 0 3 7 84
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 0 0 2 9
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 1 1 26
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 334 0 1 4 1,305
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 1 3 5 33
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 0 2 4 265
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 0 0 2 310
Financial Innovation and Asset Prices 0 0 1 35 0 0 4 36
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 0 0 1 587
How Inefficient is the 1/N Asset-Allocation Strategy? 1 2 3 343 2 4 9 955
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 4 77 0 1 11 302
Investor Sophistication and Portfolio Dynamics 0 0 2 23 0 1 4 52
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 0 1 5 248
Model Misspecification and Under-Diversification 0 0 1 141 0 4 6 511
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 197 0 2 3 679
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 0 1 2 523
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 0 2 5 551
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 1 166 0 0 2 514
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 2 156 0 0 2 440
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 0 0 2 573
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 24 0 0 10 123
Systemic Risk and International Portfolio Choice 0 0 1 394 1 2 4 1,122
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns 0 0 0 75 0 0 1 297
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 0 0 642 0 0 5 2,763
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 0 1 1 1,327
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 2 28 0 0 2 66
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 0 52 1 2 7 108
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 0 164 0 0 0 534
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 2 4 212
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 0 0 5 1,821
What Alleviates Crowding in Factor Investing? 0 0 1 8 0 1 6 35
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 1 30 0 2 13 217
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 0 0 0 375
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 0 2 2 379
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 1 1 53
Total Working Papers 1 3 23 4,600 6 41 161 18,191

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Equilibrium Model of International Portfolio Choice 0 0 0 171 0 0 1 398
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 6 15 60 242 9 25 104 707
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 0 1 6 46 2 5 19 121
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 1 1 78 0 1 1 276
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 1 5 93
Deviations from purchasing power parity and capital flows 0 1 1 29 0 2 2 87
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 1 2 50 0 2 8 272
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 92 0 1 2 273
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 1 2 91 2 6 16 399
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 2 116 1 3 6 294
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 0 1 1 172
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 1 2 37 2 6 18 142
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 0 2 56 0 2 5 174
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 1 23 0 0 3 71
Model Misspecification and Underdiversification 0 1 3 107 0 3 8 326
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 0 0 1 182
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 19 42 204 751 44 97 450 2,372
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 0 1 15 0 0 1 52
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 1 2 7 164 3 6 24 514
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 2 70 0 0 2 240
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 1 11 0 0 3 71
The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion 0 0 1 32 1 3 5 116
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 0 286 0 1 4 1,036
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 0 1 2 297
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 2 22 0 2 7 231
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 2 78 0 2 4 210
Valuing risk and flexibility: A comparison of methods 0 0 2 95 1 1 5 217
Total Journal Articles 26 66 304 2,879 65 171 707 9,343

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 1 1 10 185
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 0 0 4 118
Total Books 0 0 0 0 1 1 14 303

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Statistics updated 2025-05-12