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 0 3 18 154
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 3 12 81
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 1 7 26 134
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 1 3 6 144
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 30 1 1 9 74
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 1 81 1 5 16 244
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 1 2 8 22
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 0 42 1 4 13 98
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 2 3 10 19
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 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 75 0 2 8 318
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 0 5 15 280
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 0 4 17 50
Financial Innovation and Asset Prices 0 0 0 35 0 3 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 4 12 968
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 78 1 4 23 328
Investor Sophistication and Portfolio Dynamics 0 0 1 24 0 3 8 60
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 1 6 18 266
Model Misspecification and Under-Diversification 0 0 0 141 1 5 25 537
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 2 199 0 3 7 686
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 1 5 16 539
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 2 6 18 569
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 166 0 2 15 529
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 2 6 17 591
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 156 0 1 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 0 7 1,129
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns 0 0 0 75 0 5 10 307
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 0 0 642 1 7 14 2,777
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 1 5 12 1,339
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 1 4 12 78
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 1 53 0 2 13 121
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 1 165 1 6 20 554
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 6 12 224
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 2 5 14 1,835
What Alleviates Crowding in Factor Investing? 1 3 3 11 4 14 23 58
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 0 3 17 392
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 1 3 9 388
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 0 0 8 225
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 2 9 62
Total Working Papers 1 4 11 4,611 29 158 561 18,761

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 1 1 1 172 1 4 11 409
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 13 26 76 325 25 78 214 932
A Multifactor Perspective on Volatility‐Managed Portfolios 0 2 8 11 5 21 41 59
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 2 2 5 51 7 14 26 147
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 0 78 0 1 4 280
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 27 0 4 15 108
Can Competition Increase Profits in Factor Investing? 0 2 4 4 1 4 19 19
Deviations from purchasing power parity and capital flows 0 0 0 29 0 2 4 91
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 1 51 0 6 18 290
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 0 2 13 286
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 2 94 2 8 16 417
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 0 116 0 4 13 308
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 0 3 12 184
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 1 2 39 0 11 25 167
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 1 1 2 58 1 7 18 193
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 23 0 2 3 74
Model Misspecification and Underdiversification 1 1 1 108 1 3 18 344
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 3 3 11 193
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 52 143 275 1,047 129 389 770 3,183
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 0 1 16 0 1 12 64
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 8 172 2 6 40 554
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 1 71 0 3 11 251
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 1 1 1 12 3 8 15 86
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 2 9 125
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 1 287 0 2 24 1,060
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 1 3 12 309
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 2 8 18 249
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 0 78 1 3 9 219
Valuing risk and flexibility: A comparison of methods 0 0 0 95 0 3 10 227
Total Journal Articles 71 181 391 3,302 185 605 1,411 10,828

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 2 13 131
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 0 2 9 195
Total Books 0 0 0 0 1 4 22 326

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Statistics updated 2026-06-04