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 6 11 13 149
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 4 7 8 77
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 2 16 21 127
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 1 2 3 140
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 30 3 7 7 72
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 1 1 81 4 6 10 237
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 4 5 5 19
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 1 42 4 6 12 93
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 3 5 6 15
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 1 5 8 33
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 5 8 11 1,315
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 1 4 5 315
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 3 9 11 274
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 4 9 15 45
Financial Innovation and Asset Prices 0 0 0 35 4 5 5 41
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 6 9 11 598
How Inefficient is the 1/N Asset-Allocation Strategy? 0 1 3 344 0 3 13 964
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 78 5 10 19 320
Investor Sophistication and Portfolio Dynamics 0 1 1 24 2 4 6 57
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 4 5 10 257
Model Misspecification and Under-Diversification 0 0 0 141 11 13 19 526
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 1 198 0 1 6 683
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 5 10 13 562
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 5 11 12 534
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 166 2 6 8 522
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 5 7 9 582
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 156 4 6 8 448
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 24 4 7 10 133
Systemic Risk and International Portfolio Choice 0 0 0 394 4 5 8 1,128
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns 0 0 0 75 2 4 4 301
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 0 0 642 2 6 6 2,769
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 4 6 8 1,334
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 4 5 7 73
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 1 1 1 53 6 8 12 118
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 1 1 1 165 6 12 13 547
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 1 2 6 216
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 6 9 9 1,830
What Alleviates Crowding in Factor Investing? 0 0 0 8 4 5 8 42
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 6 8 11 386
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 3 5 8 385
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 3 7 9 224
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 6 7 59
Total Working Papers 2 5 10 4,607 153 285 400 18,550

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 2 4 6 404
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 10 23 70 297 27 64 160 842
A Multifactor Perspective on Volatility‐Managed Portfolios 1 1 7 9 2 6 31 34
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 0 1 4 49 1 7 17 133
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 1 78 0 1 4 279
Asset Prices with Heterogeneity in Preferences and Beliefs 0 1 1 27 2 5 10 102
Can Competition Increase Profits in Factor Investing? 1 2 2 2 3 4 12 12
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 0 2 51 2 5 14 284
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 4 6 12 284
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 3 93 1 3 15 408
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 0 116 2 7 13 304
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 6 7 9 180
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 2 38 3 9 19 155
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 1 1 57 2 6 12 184
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 6 11 17 340
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 0 1 3 185
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 15 43 163 872 48 132 448 2,723
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 1 1 16 1 7 10 62
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 8 170 9 16 38 546
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 1 71 5 6 7 247
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 11 3 7 7 78
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 1 2 7 120
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 1 287 4 17 22 1,057
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 5 6 7 303
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 0 6 11 240
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 0 78 3 5 8 216
Valuing risk and flexibility: A comparison of methods 0 0 0 95 2 4 7 223
Total Journal Articles 27 73 270 3,085 144 356 930 10,105

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 8 192
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 5 8 11 129
Total Books 0 0 0 0 5 9 19 321

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Statistics updated 2026-02-12