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 0 0 51 2 4 22 158
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 1 12 82
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 0 24 134
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 0 1 7 145
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 1 81 0 0 16 244
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 1 1 31 2 5 14 79
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 0 0 8 22
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 0 42 3 3 14 101
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 0 0 9 19
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 1 1 8 36
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 1 1 11 1,317
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 2 3 18 53
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 0 2 9 320
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 0 1 16 281
Financial Innovation and Asset Prices 0 0 0 35 1 1 10 46
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 0 0 12 600
How Inefficient is the 1/N Asset-Allocation Strategy? 0 0 1 344 35 40 49 1,008
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 0 78 1 2 22 330
Investor Sophistication and Portfolio Dynamics 1 1 2 25 1 1 9 61
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 1 6 22 272
Model Misspecification and Under-Diversification 0 0 0 141 0 0 25 537
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 2 199 1 4 11 690
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 0 0 16 539
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 1 4 21 573
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 166 1 2 16 531
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 156 0 2 13 453
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 0 2 19 593
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 1 1 25 0 7 17 141
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 1 11 308
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 1 1 643 1 5 19 2,782
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 0 1 12 1,340
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 0 0 10 78
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 2 2 3 55 3 4 15 125
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 1 165 0 0 20 554
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 1 1 12 225
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 1 1 15 1,836
What Alleviates Crowding in Factor Investing? 0 0 3 11 0 10 32 68
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 0 0 8 225
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 0 1 17 393
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 1 1 1 80 1 2 10 390
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 0 9 62
Total Working Papers 4 7 17 4,618 60 119 647 18,880


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 1 172 0 0 10 409
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 8 33 95 358 19 70 255 1,002
A Multifactor Perspective on Volatility‐Managed Portfolios 2 3 6 14 8 20 53 79
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 1 3 7 54 4 17 41 164
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 0 78 0 1 4 281
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 27 0 5 17 113
Can Competition Increase Profits in Factor Investing? 0 0 4 4 0 8 22 27
Deviations from purchasing power parity and capital flows 0 0 0 29 0 1 5 92
Does Household Finance Matter? Small Financial Errors with Large Social Costs 1 1 2 52 1 1 14 291
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 0 0 10 286
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 2 94 0 5 20 422
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 0 116 3 4 15 312
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 0 0 11 184
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 39 1 3 25 170
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 0 2 58 0 3 20 196
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 23 0 0 3 74
Model Misspecification and Underdiversification 0 0 1 108 2 5 21 349
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 0 1 11 194
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 45 121 361 1,168 144 375 1,040 3,558
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 0 1 16 0 0 10 64
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 4 172 5 8 41 562
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 0 71 0 1 11 252
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 1 2 13 0 1 16 87
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 0 2 9 127
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 0 287 0 1 22 1,061
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 0 0 12 309
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 2 2 2 24 3 3 19 252
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 0 78 0 1 9 220
Valuing risk and flexibility: A comparison of methods 0 0 0 95 0 1 10 228
Total Journal Articles 59 164 493 3,466 190 537 1,756 11,365


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 0 5 195
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 0 0 12 131
Total Books 0 0 0 0 0 0 17 326


Statistics updated 2026-09-10