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 5 136
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 2 4 108
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 0 2 69
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 0 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 0 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 0 2 42 1 2 9 86
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 1 1 3 10
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 334 0 0 2 1,305
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 1 1 2 27
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 0 0 3 265
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 0 1 4 33
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 3 36
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 1 1 2 588
How Inefficient is the 1/N Asset-Allocation Strategy? 0 1 3 343 1 4 8 957
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 1 1 3 78 1 4 12 306
Investor Sophistication and Portfolio Dynamics 0 0 2 23 0 0 4 52
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 0 0 4 248
Model Misspecification and Under-Diversification 0 0 1 141 0 1 6 512
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 1 1 4 552
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 197 0 0 3 679
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 0 0 1 523
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 1 1 574
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 24 0 0 8 123
Systemic Risk and International Portfolio Choice 0 0 1 394 0 1 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 3 2,763
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 0 0 1 1,327
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 2 28 2 2 4 68
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 0 52 1 2 7 109
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 0 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 0 6 35
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 30 0 0 12 217
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 0 0 2 379
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 0 1 53
Total Working Papers 1 2 21 4,601 10 25 150 18,210

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 1 1 2 399
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 2 15 64 251 4 24 110 722
A Multifactor Perspective on Volatility‐Managed Portfolios 1 1 4 4 2 10 20 20
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 0 0 4 46 0 2 15 121
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 1 78 1 1 2 277
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 1 1 6 94
Deviations from purchasing power parity and capital flows 0 0 1 29 0 0 2 87
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 2 50 1 1 9 273
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 92 0 0 1 273
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 1 3 92 0 4 16 401
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 1 116 1 3 7 296
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 0 0 1 172
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 1 1 3 38 1 3 15 143
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 0 2 56 0 1 6 175
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 23 0 0 2 71
Model Misspecification and Underdiversification 0 0 3 107 0 0 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? 12 52 211 784 39 124 468 2,452
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 8 165 2 5 24 516
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 1 1 3 71 1 1 3 241
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 0 32 0 1 4 116
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 1 1 1 287 2 2 6 1,038
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 0 0 2 297
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 1 22 1 1 5 232
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 2 78 0 0 4 210
Valuing risk and flexibility: A comparison of methods 0 0 2 95 0 1 3 217
Total Journal Articles 19 74 318 2,930 57 186 746 9,474

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 5 119
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 2 4 12 188
Total Books 0 0 0 0 3 5 17 307

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Statistics updated 2025-07-04