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 2 7 7 143
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 8 15 20 125
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 3 5 73
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 0 1 2 139
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 30 0 4 4 69
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 1 1 1 81 2 4 6 233
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 1 1 1 15
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 1 42 1 2 9 89
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 2 2 3 12
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 3 4 7 32
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 2 3 6 1,310
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 1 3 4 314
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 4 5 11 41
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 3 6 8 271
Financial Innovation and Asset Prices 0 0 0 35 1 1 1 37
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 2 4 6 592
How Inefficient is the 1/N Asset-Allocation Strategy? 1 1 4 344 2 4 14 964
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 78 3 7 14 315
Investor Sophistication and Portfolio Dynamics 0 1 3 24 0 3 6 55
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 1 3 7 253
Model Misspecification and Under-Diversification 0 0 0 141 1 3 8 515
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 1 198 1 3 7 683
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 4 5 9 557
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 5 6 7 529
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 2 3 4 577
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 156 0 2 4 444
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 166 3 5 6 520
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 24 0 5 6 129
Systemic Risk and International Portfolio Choice 0 0 1 394 1 2 5 1,124
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns 0 0 0 75 2 2 2 299
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 0 0 642 4 4 4 2,767
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 2 2 4 1,330
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 1 28 0 1 4 69
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 0 52 2 2 7 112
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 0 164 4 7 7 541
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 2 6 215
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 3 3 6 1,824
What Alleviates Crowding in Factor Investing? 0 0 0 8 0 2 5 38
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 1 2 5 382
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 2 4 6 221
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 1 4 5 380
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 2 6 7 59
Total Working Papers 2 3 13 4,605 78 157 265 18,397

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 3 4 402
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 8 16 65 287 26 51 139 815
A Multifactor Perspective on Volatility‐Managed Portfolios 0 0 6 8 4 5 29 32
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 0 2 4 49 4 8 19 132
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 1 78 1 1 4 279
Asset Prices with Heterogeneity in Preferences and Beliefs 0 1 1 27 1 4 8 100
Can Competition Increase Profits in Factor Investing? 0 1 1 1 0 3 9 9
Deviations from purchasing power parity and capital flows 0 0 1 29 0 1 3 88
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 1 3 51 2 5 13 282
Efficient Intertemporal Allocations with Recursive Utility 0 1 1 93 1 4 8 280
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 1 3 93 0 5 14 407
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 0 116 5 5 11 302
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 1 1 3 174
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 2 38 6 7 16 152
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 1 1 57 2 5 10 182
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 23 0 1 1 72
Model Misspecification and Underdiversification 0 0 1 107 3 5 11 334
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 1 2 3 185
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 17 44 166 857 48 137 448 2,675
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 1 2 16 4 7 10 61
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 10 170 2 10 33 537
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 1 71 0 1 2 242
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 11 3 4 4 75
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 1 7 119
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 1 287 1 14 19 1,053
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 0 1 2 298
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 4 7 12 240
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 0 78 1 2 5 213
Valuing risk and flexibility: A comparison of methods 0 0 1 95 1 2 6 221
Total Journal Articles 25 70 271 3,058 122 302 853 9,961

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 2 4 7 124
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 0 1 10 192
Total Books 0 0 0 0 2 5 17 316

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Statistics updated 2026-01-09