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 0 0 4 136
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 1 2 70
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 2 5 110
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 0 0 1 138
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 30 0 0 0 65
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 80 1 1 2 229
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 0 1 8 87
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 0 0 1 10
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 1 3 28
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 1 2 3 1,307
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 0 1 3 311
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 1 3 6 36
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 0 0 2 265
Financial Innovation and Asset Prices 0 0 1 35 0 0 3 36
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 0 0 2 588
How Inefficient is the 1/N Asset-Allocation Strategy? 0 0 3 343 1 3 11 960
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 78 0 2 8 308
Investor Sophistication and Portfolio Dynamics 0 0 2 23 0 0 3 52
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 0 2 6 250
Model Misspecification and Under-Diversification 0 0 1 141 0 0 6 512
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 1 1 1 198 1 1 4 680
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 0 0 4 552
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 0 0 1 523
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 1 166 0 1 2 515
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 1 156 2 2 3 442
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 0 0 1 574
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 24 0 1 3 124
Systemic Risk and International Portfolio Choice 0 0 1 394 0 0 3 1,122
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 1 2,763
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 0 1 2 1,328
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 1 28 0 0 3 68
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 0 52 0 1 6 110
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 0 164 0 0 0 534
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 1 5 213
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 0 0 4 1,821
What Alleviates Crowding in Factor Investing? 0 0 1 8 0 1 5 36
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 0 1 3 380
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 0 1 1 376
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 0 0 10 217
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 0 1 53
Total Working Papers 1 1 16 4,602 7 30 141 18,240

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 0 0 2 399
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 8 20 62 271 17 42 111 764
A Multifactor Perspective on Volatility‐Managed Portfolios 0 4 8 8 1 7 27 27
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 0 1 5 47 1 3 17 124
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 1 78 1 1 3 278
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 2 5 96
Can Competition Increase Profits in Factor Investing? 0 0 0 0 1 6 6 6
Deviations from purchasing power parity and capital flows 0 0 1 29 0 0 2 87
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 2 50 0 4 10 277
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 92 0 3 4 276
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 2 92 0 1 10 402
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 0 116 0 1 6 297
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 0 1 2 173
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 3 38 0 2 14 145
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 0 2 56 1 2 8 177
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 23 0 0 1 71
Model Misspecification and Underdiversification 0 0 2 107 1 3 9 329
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 0 1 2 183
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 6 29 181 813 20 86 437 2,538
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 0 1 15 0 2 3 54
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 1 4 12 169 6 11 32 527
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 1 71 0 0 1 241
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 11 0 0 0 71
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 6 118
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 1 287 0 1 7 1,039
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 0 0 2 297
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 1 22 0 1 6 233
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 2 78 0 1 5 211
Valuing risk and flexibility: A comparison of methods 0 0 1 95 1 2 4 219
Total Journal Articles 15 58 288 2,988 50 185 742 9,659

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 1 4 120
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 1 3 14 191
Total Books 0 0 0 0 2 4 18 311

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Statistics updated 2025-10-06