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 3 5 9 141
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 3 3 5 73
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 6 7 12 117
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 1 1 2 139
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 30 4 4 4 69
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 80 0 3 4 231
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 0 0 0 14
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 1 42 1 1 9 88
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 0 0 1 10
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 1 2 4 1,308
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 1 1 4 29
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 3 3 5 268
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 1 2 7 37
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 2 2 3 313
Financial Innovation and Asset Prices 0 0 1 35 0 0 2 36
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 1 2 4 590
How Inefficient is the 1/N Asset-Allocation Strategy? 0 0 3 343 1 3 12 962
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 78 2 4 11 312
Investor Sophistication and Portfolio Dynamics 1 1 3 24 2 3 6 55
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 0 2 6 252
Model Misspecification and Under-Diversification 0 0 1 141 1 2 8 514
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 1 198 0 3 6 682
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 1 1 5 553
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 1 1 2 524
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 0 1 2 575
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 166 1 2 3 517
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 1 156 2 4 5 444
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 24 3 5 6 129
Systemic Risk and International Portfolio Choice 0 0 1 394 0 1 4 1,123
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns 0 0 0 75 0 0 0 297
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 0 0 642 0 0 0 2,763
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 0 0 2 1,328
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 1 28 1 1 4 69
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 0 52 0 0 5 110
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 0 164 2 3 3 537
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 1 2 7 215
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 0 0 3 1,821
What Alleviates Crowding in Factor Investing? 0 0 0 8 1 2 5 38
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 1 3 4 379
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 2 2 8 219
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 1 1 4 381
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 4 4 5 57
Total Working Papers 1 2 15 4,603 54 86 201 18,319

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 2 3 401
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 5 16 60 279 11 42 120 789
A Multifactor Perspective on Volatility‐Managed Portfolios 0 0 8 8 0 2 28 28
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 1 2 4 49 2 5 15 128
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 1 78 0 1 3 278
Asset Prices with Heterogeneity in Preferences and Beliefs 1 1 1 27 2 3 7 99
Can Competition Increase Profits in Factor Investing? 1 1 1 1 1 4 9 9
Deviations from purchasing power parity and capital flows 0 0 1 29 1 1 3 88
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 1 3 51 1 3 12 280
Efficient Intertemporal Allocations with Recursive Utility 0 1 1 93 1 3 7 279
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 1 3 93 2 5 14 407
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 0 116 0 0 6 297
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 0 0 2 173
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 2 38 0 1 10 146
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 1 1 2 57 2 4 10 180
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 23 1 1 1 72
Model Misspecification and Underdiversification 0 0 2 107 2 3 9 331
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 0 1 3 184
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 11 33 167 840 36 109 441 2,627
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 1 1 2 16 2 3 6 57
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 2 11 170 5 14 34 535
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 1 71 1 1 2 242
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 11 1 1 1 72
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 1 7 119
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 1 287 12 13 20 1,052
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 1 1 3 298
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 2 3 8 236
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 0 78 1 1 4 212
Valuing risk and flexibility: A comparison of methods 0 0 1 95 1 2 5 220
Total Journal Articles 21 60 272 3,033 90 230 793 9,839

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 12 192
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 1 3 5 122
Total Books 0 0 0 0 2 5 17 314

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Statistics updated 2025-12-06