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 1 3 19 155
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 5 26 134
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 1 12 81
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 1 3 7 145
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 1 81 0 4 16 244
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 1 1 1 31 2 3 11 76
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 0 2 8 22
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 0 42 0 4 12 98
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 0 3 9 19
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 2 8 35
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 0 0 11 1,316
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 2 2 10 320
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 1 5 18 51
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 1 3 16 281
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 0 12 600
How Inefficient is the 1/N Asset-Allocation Strategy? 0 0 1 344 1 5 12 969
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 0 78 1 4 23 329
Investor Sophistication and Portfolio Dynamics 0 0 1 24 0 2 8 60
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 4 7 22 270
Model Misspecification and Under-Diversification 0 0 0 141 0 3 25 537
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 0 3 16 539
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 2 6 19 571
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 2 199 3 5 10 689
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 156 2 2 13 453
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 1 4 18 592
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 166 1 3 16 530
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 24 2 2 13 136
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 1 5 11 308
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 0 0 642 2 7 16 2,779
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 1 5 13 1,340
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 0 4 10 78
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 1 53 0 1 12 121
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 1 165 0 5 20 554
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 5 12 224
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 0 5 14 1,835
What Alleviates Crowding in Factor Investing? 0 2 3 11 6 17 29 64
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 79 1 4 10 389
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 1 3 18 393
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 3 11 4,612 37 152 588 18,798

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 1 1 172 0 4 10 409
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 11 31 85 336 27 77 237 959
A Multifactor Perspective on Volatility‐Managed Portfolios 0 0 7 11 3 13 42 62
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 0 2 5 51 5 17 31 152
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 0 78 0 1 3 280
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 27 0 3 14 108
Can Competition Increase Profits in Factor Investing? 0 2 4 4 5 9 24 24
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 17 290
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 3 11 19 420
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 0 116 0 3 12 308
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 1 39 2 8 26 169
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 1 2 58 1 6 19 194
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 23 0 1 3 74
Model Misspecification and Underdiversification 0 1 1 108 2 3 20 346
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 0 3 11 193
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 42 151 305 1,089 128 400 859 3,311
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 0 7 172 0 4 38 554
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 0 71 0 3 10 251
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 1 1 12 0 7 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 0 2 9 125
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 0 287 1 2 23 1,061
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 0 2 12 309
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 0 6 17 249
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 0 78 0 1 9 219
Valuing risk and flexibility: A comparison of methods 0 0 0 95 0 2 10 227
Total Journal Articles 53 191 425 3,355 177 602 1,531 11,005

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 7 195
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 0 2 12 131
Total Books 0 0 0 0 0 3 19 326

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