Access Statistics for Raman Uppal

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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 1 1 51 0 4 8 136
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 1 6 106
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 1 3 69
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 0 0 0 137
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 2 227
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 1 2 0 0 3 14
Does Household Finance Matter? Small Financial Errors with Large Social Costs 1 1 3 42 2 4 8 83
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 1 3 0 0 3 9
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 334 1 1 4 1,305
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 0 1 25
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 0 0 3 310
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 1 5 0 0 4 30
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 0 0 2 263
Financial Innovation and Asset Prices 0 1 1 35 0 2 4 36
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 0 1 1 587
How Inefficient is the 1/N Asset-Allocation Strategy? 1 2 2 342 2 3 7 953
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 7 77 0 0 16 301
Investor Sophistication and Portfolio Dynamics 0 2 2 23 0 2 4 51
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 0 1 5 247
Model Misspecification and Under-Diversification 0 1 1 141 3 4 5 510
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 197 1 2 2 678
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 1 1 2 523
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 0 1 4 549
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 1 2 156 0 1 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 1 24 0 0 11 123
Systemic Risk and International Portfolio Choice 0 1 1 394 0 1 3 1,120
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 0 0 1,326
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 1 2 28 0 1 2 66
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 0 52 0 1 5 106
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 2 4 5 212
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 0 3 7 1,821
What Alleviates Crowding in Factor Investing? 0 0 2 8 0 1 6 34
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 1 30 0 4 13 215
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 1 1 1 378
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 0 0 52
Total Working Papers 2 11 31 4,599 13 45 162 18,163

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 2 398
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 5 13 51 232 8 21 92 690
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 0 0 6 45 2 5 22 118
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 1 1 1 78 1 1 1 276
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 26 0 0 5 92
Deviations from purchasing power parity and capital flows 1 1 1 29 1 1 1 86
Does Household Finance Matter? Small Financial Errors with Large Social Costs 1 2 2 50 1 3 8 271
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 92 0 0 1 272
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 2 90 2 2 14 395
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 2 116 1 1 6 292
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 1 1 1 172
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 2 36 2 2 17 138
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 1 3 56 1 3 5 173
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 2 106 0 1 5 323
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 1 82 0 1 2 182
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 16 52 188 725 41 130 430 2,316
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 1 1 15 0 1 1 52
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 3 5 162 1 8 21 509
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 4 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 2 3 114
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 0 286 0 3 3 1,035
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 0 1 1 296
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 2 22 1 2 8 230
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 4 78 0 0 4 208
Valuing risk and flexibility: A comparison of methods 0 1 3 95 0 1 7 216
Total Journal Articles 24 76 282 2,837 64 190 669 9,236

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 0 4 13 184
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 0 1 4 118
Total Books 0 0 0 0 0 5 17 302

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Statistics updated 2025-03-03