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 2 20 156
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 1 1 13 82
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 1 24 134
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 0 2 7 145
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 1 81 0 1 16 244
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 1 1 31 1 4 12 77
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 0 1 8 22
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 0 42 0 1 11 98
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 0 2 9 19
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 0 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 5 0 1 17 51
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 0 2 10 320
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 0 0 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 4 7 16 973
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 0 78 0 2 22 329
Investor Sophistication and Portfolio Dynamics 0 0 1 24 0 0 8 60
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 1 6 21 271
Model Misspecification and Under-Diversification 0 0 0 141 0 1 25 537
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 1 5 20 572
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 0 1 16 539
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 2 199 0 3 10 689
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 1 4 19 593
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 0 166 0 1 15 530
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 1 1 1 25 5 7 18 141
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 1 1 1 643 2 5 18 2,781
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 0 2 13 1,340
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 0 1 10 78
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 1 53 1 1 12 122
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 1 165 0 1 20 554
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 0 12 224
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 0 2 14 1,835
What Alleviates Crowding in Factor Investing? 0 1 3 11 4 14 33 68
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 0 2 9 389
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
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 0 9 62
Total Working Papers 2 4 13 4,614 22 88 599 18,820

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 1 10 409
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 14 38 89 350 24 76 245 983
A Multifactor Perspective on Volatility‐Managed Portfolios 1 1 6 12 9 17 48 71
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 2 4 6 53 8 20 37 160
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 0 78 1 1 4 281
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 27 5 5 18 113
Can Competition Increase Profits in Factor Investing? 0 0 4 4 3 9 25 27
Deviations from purchasing power parity and capital flows 0 0 0 29 1 1 5 92
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 1 51 0 0 14 290
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 0 0 11 286
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 2 94 2 7 20 422
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 0 116 1 1 12 309
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 0 0 12 184
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 39 0 2 26 169
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 1 2 58 2 4 21 196
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 23 0 0 3 74
Model Misspecification and Underdiversification 0 1 1 108 1 4 19 347
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 1 4 12 194
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 34 128 325 1,123 103 360 930 3,414
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 6 172 3 5 40 557
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 0 71 1 1 11 252
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 1 2 2 13 1 4 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 2 3 10 127
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 0 287 0 1 23 1,061
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 0 1 12 309
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 0 2 16 249
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 0 78 1 2 10 220
Valuing risk and flexibility: A comparison of methods 0 0 0 95 1 1 11 228
Total Journal Articles 52 176 449 3,407 170 532 1,631 11,175

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 1 12 131
Total Books 0 0 0 0 0 1 17 326

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Statistics updated 2026-08-07