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 0 51 2 5 18 154
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 1 4 12 81
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 4 6 27 133
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 1 3 5 143
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 30 0 1 8 73
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 1 81 3 6 15 243
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 1 2 7 21
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 0 42 3 4 13 97
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 1 2 8 17
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 2 2 9 35
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 0 1 11 1,316
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 4 5 17 50
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 2 6 15 280
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 0 3 8 318
Financial Innovation and Asset Prices 0 0 0 35 3 4 9 45
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 0 2 13 600
How Inefficient is the 1/N Asset-Allocation Strategy? 0 0 1 344 2 2 11 966
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 78 2 7 25 327
Investor Sophistication and Portfolio Dynamics 0 0 1 24 2 3 8 60
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 2 8 17 265
Model Misspecification and Under-Diversification 0 0 0 141 2 10 25 536
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 2 4 15 538
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 2 199 2 3 7 686
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 2 5 16 567
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 1 7 16 589
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 166 2 7 15 529
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 156 0 3 11 451
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 24 0 1 11 134
Systemic Risk and International Portfolio Choice 0 0 0 394 0 1 7 1,129
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns 0 0 0 75 4 6 10 307
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 0 0 642 4 7 13 2,776
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 3 4 11 1,338
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 3 4 11 77
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 1 53 1 3 13 121
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 1 165 4 6 19 553
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 5 8 12 224
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 3 3 12 1,833
What Alleviates Crowding in Factor Investing? 1 2 2 10 7 12 19 54
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 2 6 17 392
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 0 1 8 225
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 2 2 8 387
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 2 3 9 62
Total Working Papers 1 3 10 4,610 86 182 541 18,732

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 3 4 10 408
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 7 15 70 312 25 65 200 907
A Multifactor Perspective on Volatility‐Managed Portfolios 0 2 8 11 5 20 41 54
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 0 0 3 49 5 7 19 140
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 0 78 1 1 4 280
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 27 3 6 15 108
Can Competition Increase Profits in Factor Investing? 2 2 4 4 3 6 18 18
Deviations from purchasing power parity and capital flows 0 0 0 29 2 3 4 91
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 1 51 6 6 18 290
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 2 2 13 286
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 1 3 94 6 7 16 415
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 0 116 3 4 14 308
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 3 4 12 184
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 1 1 2 39 6 12 25 167
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 0 1 57 4 8 18 192
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 23 1 2 3 74
Model Misspecification and Underdiversification 0 0 0 107 0 3 17 343
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 0 5 8 190
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 57 123 244 995 143 331 682 3,054
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 0 1 16 1 2 12 64
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 2 8 172 2 6 38 552
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 1 71 3 4 11 251
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 11 4 5 12 83
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 1 4 8 124
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 1 287 1 3 24 1,060
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 1 5 11 308
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 4 7 16 247
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 0 78 0 2 8 218
Valuing risk and flexibility: A comparison of methods 0 0 0 95 2 4 10 227
Total Journal Articles 67 146 349 3,231 240 538 1,287 10,643

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 12 130
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 1 3 10 195
Total Books 0 0 0 0 2 4 22 325

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Statistics updated 2026-05-06