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 50 0 2 10 124
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 26 0 0 4 64
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 25 0 0 2 99
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 1 45 2 3 9 129
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 2 80 1 1 10 224
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 2 30 0 0 12 64
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 1 1 0 0 4 11
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 0 37 0 2 11 73
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 1 2 0 0 1 5
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 0 0 24
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 333 1 1 2 1,300
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 0 0 1 255
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 1 3 0 0 2 17
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 1 1 74 0 1 1 302
Financial Innovation and Asset Prices 0 0 0 32 0 2 2 30
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 91 1 1 1 584
How Inefficient is the 1/N Asset-Allocation Strategy? 0 0 0 339 0 1 3 943
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 2 67 0 2 10 271
Investor Sophistication and Portfolio Dynamics 0 0 2 17 0 0 7 43
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 48 0 2 5 234
Model Misspecification and Under-Diversification 0 0 0 140 1 1 8 500
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 1 199 0 1 4 519
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 1 1 2 206 2 3 7 536
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 1 197 0 2 6 672
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 165 0 2 3 512
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 1 1 154 1 11 18 436
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 0 0 1 569
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 23 0 0 2 111
Systemic Risk and International Portfolio Choice 0 0 1 392 0 1 6 1,112
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns 0 0 0 74 0 2 4 295
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 0 0 638 2 2 13 2,744
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 0 0 0 1,325
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 26 0 1 3 63
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 0 52 0 0 1 101
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 0 0 164 0 0 0 533
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 1 3 17 196
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 1 1 4 1,809
What Alleviates Crowding in Factor Investing? 0 0 4 4 0 2 12 17
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 1 1 94 0 1 3 371
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 0 0 1 372
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 1 29 0 2 6 199
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 1 11 0 0 1 49
Total Working Papers 1 6 29 4,536 13 53 217 17,837

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 1 168 0 1 4 391
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 1 7 37 154 3 17 113 520
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 1 2 8 28 3 7 17 69
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 0 76 0 0 2 274
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 24 0 0 4 85
Deviations from purchasing power parity and capital flows 0 0 0 28 0 0 0 85
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 2 47 1 2 15 252
Efficient Intertemporal Allocations with Recursive Utility 1 2 3 87 2 5 12 262
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 2 84 0 2 9 362
Exchange rate volatility and international trade: A general-equilibrium analysis 0 1 7 109 1 3 9 272
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 0 0 0 170
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 2 5 8 28 2 8 20 103
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 1 1 3 51 2 3 5 159
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 22 0 1 3 68
Model Misspecification and Underdiversification 0 0 2 101 1 1 10 310
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 2 80 0 1 4 176
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 1 5 20 478 11 24 81 1,731
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 0 2 14 1 2 6 50
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 4 154 1 4 10 471
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 1 68 0 0 1 238
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 7 0 1 1 60
The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion 0 0 0 30 1 1 1 110
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 3 282 0 1 10 1,023
The exchange rate and purchasing power parity: extending the theory and tests 1 1 2 109 1 1 3 290
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 1 19 0 0 8 215
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 1 74 0 4 6 203
Valuing risk and flexibility: A comparison of methods 0 0 2 91 0 0 7 207
Total Journal Articles 8 24 112 2,413 30 89 361 8,156

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 2 9 106
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 3 7 33 138
Total Books 0 0 0 0 3 9 42 244

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Statistics updated 2022-12-04