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 1 37 40 2 10 66 92
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 23 0 2 6 86
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 24 0 1 3 51
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 1 2 39 3 4 18 102
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 2 4 74 2 14 40 163
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 1 28 3 6 22 38
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 4 36 1 2 21 52
Efficient Intertemporal Allocations with Recursive Utility 0 1 3 332 1 3 11 1,290
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 0 8 20
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 1 73 1 1 11 290
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 0 0 0 3 4
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 0 0 6 247
Financial Innovation and Asset Prices 0 0 0 31 2 3 3 27
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 91 0 2 6 580
How Inefficient is the 1/N Asset-Allocation Strategy? 0 0 0 336 3 4 19 923
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 6 63 0 5 22 242
Investor Sophistication and Portfolio Dynamics 2 2 2 2 3 3 3 3
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 3 46 4 6 19 212
Model Misspecification and Under-Diversification 0 0 2 139 2 5 11 481
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 2 3 196 4 7 14 506
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 1 202 2 5 18 519
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 2 195 4 5 22 644
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 150 1 2 6 411
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 165 1 2 12 504
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 0 0 4 563
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 21 1 2 4 100
Systemic Risk and International Portfolio Choice 0 1 2 387 1 6 16 1,091
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns 0 0 0 74 2 2 9 287
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 0 0 637 3 6 33 2,692
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 1 330 1 2 9 1,323
The Implications of Financial Innovation for Capital Markets and Household Welfare 1 2 4 26 3 8 20 54
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 3 47 5 9 37 76
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 0 164 0 0 2 531
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 1 1 1 25 1 1 101 170
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 1 1 10 1,799
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 1 28 0 0 11 189
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 0 0 4 364
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 1 92 0 1 5 361
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 2 9 1 1 6 43
Total Working Papers 4 14 87 4,438 58 131 641 17,130


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 1 165 0 0 7 379
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 0 1 13 71 4 11 51 252
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 1 2 2 2 1 4 4 4
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 3 3 3 3 4 6 6 6
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 1 1 2 75 1 1 4 265
Asset Prices with Heterogeneity in Preferences and Beliefs 0 1 2 17 1 3 14 55
Deviations from purchasing power parity and capital flows 1 1 1 27 2 2 4 83
Does Household Finance Matter? Small Financial Errors with Large Social Costs 1 4 18 34 9 17 109 193
Efficient Intertemporal Allocations with Recursive Utility 0 2 7 82 2 6 29 235
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 1 1 5 78 2 3 25 328
Exchange rate volatility and international trade: A general-equilibrium analysis 0 2 6 93 2 8 25 244
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 1 1 9 163
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 0 13 1 2 9 60
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 1 7 45 2 9 27 134
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 1 2 3 22 1 2 6 60
Model Misspecification and Underdiversification 0 0 1 96 0 0 14 274
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 74 1 3 5 161
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 1 4 23 435 10 21 133 1,500
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 0 0 11 1 1 5 40
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 5 143 0 2 17 438
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 0 66 0 0 2 235
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 6 1 4 10 49
The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion 1 1 3 28 2 2 14 103
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 1 2 5 270 41 43 155 882
The exchange rate and purchasing power parity: extending the theory and tests 0 0 1 106 0 2 10 281
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 1 2 6 13 8 17 70 131
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 4 69 0 2 10 184
Valuing risk and flexibility: A comparison of methods 0 0 2 87 0 0 6 189
Total Journal Articles 13 30 120 2,131 97 172 780 6,928


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 1 15 85
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 1 1 10 95
Total Books 0 0 0 0 1 2 25 180


Statistics updated 2020-09-04