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 9 16 152
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 2 4 23 129
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 2 7 11 80
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 1 3 5 142
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 30 0 4 8 73
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 1 81 1 7 12 240
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 0 5 6 20
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 0 42 0 5 10 94
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 0 4 7 16
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 1 7 33
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 1 6 11 1,316
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 3 7 13 278
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 0 5 14 46
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 2 4 8 318
Financial Innovation and Asset Prices 0 0 0 35 0 5 6 42
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 2 8 13 600
How Inefficient is the 1/N Asset-Allocation Strategy? 0 0 2 344 0 0 11 964
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 78 1 10 23 325
Investor Sophistication and Portfolio Dynamics 0 0 1 24 1 3 6 58
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 3 10 15 263
Model Misspecification and Under-Diversification 0 0 0 141 2 19 23 534
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 2 7 13 536
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 2 8 14 565
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 1 1 2 199 1 1 5 684
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 166 0 7 13 527
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 156 1 7 11 451
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 3 11 15 588
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 24 1 5 11 134
Systemic Risk and International Portfolio Choice 0 0 0 394 0 5 8 1,129
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns 0 0 0 75 1 4 6 303
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 0 0 642 2 5 9 2,772
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 1 5 8 1,335
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 0 5 8 74
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 1 1 53 1 8 13 120
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 1 1 165 1 8 15 549
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 1 4 7 219
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 0 6 9 1,830
What Alleviates Crowding in Factor Investing? 1 1 1 9 3 9 12 47
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 0 4 8 225
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 0 3 6 385
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 1 10 15 390
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 1 7 60
Total Working Papers 2 4 10 4,609 43 249 461 18,646

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 3 7 405
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 6 18 69 305 28 67 184 882
A Multifactor Perspective on Volatility‐Managed Portfolios 2 3 8 11 11 17 39 49
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 0 0 3 49 2 3 16 135
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 0 78 0 0 3 279
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 27 1 5 12 105
Can Competition Increase Profits in Factor Investing? 0 1 2 2 0 6 15 15
Deviations from purchasing power parity and capital flows 0 0 0 29 0 1 2 89
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 1 51 0 2 12 284
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 0 4 11 284
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 1 3 94 0 2 12 409
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 0 116 1 3 12 305
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 0 7 9 181
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 38 5 9 21 161
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 0 1 57 2 6 14 188
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 23 1 1 2 73
Model Misspecification and Underdiversification 0 0 0 107 2 9 17 343
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 0 5 8 190
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 34 81 206 938 117 236 583 2,911
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 0 1 16 0 2 11 63
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 1 2 9 172 2 13 39 550
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 1 71 0 6 8 248
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 11 1 4 8 79
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 4 8 123
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 1 287 1 6 23 1,059
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 1 9 10 307
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 2 3 12 243
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 0 78 2 5 8 218
Valuing risk and flexibility: A comparison of methods 0 0 0 95 1 4 9 225
Total Journal Articles 43 106 308 3,164 180 442 1,115 10,403

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 5 11 129
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 1 2 10 194
Total Books 0 0 0 0 1 7 21 323

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Statistics updated 2026-04-09