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 10 15 151
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 0 10 21 127
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 0 26 1 5 9 78
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 1 2 4 141
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 0 0 30 1 4 8 73
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? 0 1 1 81 2 8 12 239
Do the Effects of Individual Behavioral Biases Cancel Out? 0 0 0 2 1 6 6 20
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 0 42 1 6 11 94
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 1 6 7 16
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 0 7 10 1,315
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 4 8 33
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 1 7 12 275
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 1 9 16 46
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 1 3 6 316
Financial Innovation and Asset Prices 0 0 0 35 1 6 6 42
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 0 8 11 598
How Inefficient is the 1/N Asset-Allocation Strategy? 0 1 2 344 0 2 11 964
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 78 4 12 23 324
Investor Sophistication and Portfolio Dynamics 0 0 1 24 0 2 6 57
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 3 8 13 260
Model Misspecification and Under-Diversification 0 0 0 141 6 18 22 532
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 1 198 0 1 5 683
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 1 10 14 563
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 0 10 11 534
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 178 3 10 12 585
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 156 2 6 10 450
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies 0 0 0 166 5 10 13 527
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 24 0 4 10 133
Systemic Risk and International Portfolio Choice 0 0 0 394 1 6 9 1,129
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns 0 0 0 75 1 5 5 302
The Equilibrium Approach to Exchange Rates: Theory and Tests 0 0 0 642 1 7 7 2,770
The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests 0 0 0 330 0 6 8 1,334
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 1 5 8 74
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 1 1 53 1 9 13 119
The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility 0 1 1 165 1 11 14 548
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 2 3 6 218
Valuing Risk and Flexibility: A Comparison of Methods 0 0 0 2 0 9 9 1,830
What Alleviates Crowding in Factor Investing? 0 0 0 8 2 6 10 44
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 0 4 7 385
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 3 10 14 389
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 1 6 10 225
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 1 3 8 60
Total Working Papers 0 4 8 4,607 53 284 440 18,603

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 4 7 405
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms 2 20 67 299 12 65 164 854
A Multifactor Perspective on Volatility‐Managed Portfolios 0 1 7 9 4 10 33 38
A Transaction-Cost Perspective on the Multitude of Firm Characteristics 0 0 4 49 0 5 15 133
An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets 0 0 0 78 0 1 3 279
Asset Prices with Heterogeneity in Preferences and Beliefs 0 0 1 27 2 5 12 104
Can Competition Increase Profits in Factor Investing? 0 1 2 2 3 6 15 15
Deviations from purchasing power parity and capital flows 0 0 0 29 1 1 3 89
Does Household Finance Matter? Small Financial Errors with Large Social Costs 0 0 1 51 0 4 13 284
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 0 5 12 284
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 1 1 4 94 1 2 14 409
Exchange rate volatility and international trade: A general-equilibrium analysis 0 0 0 116 0 7 12 304
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 1 8 9 181
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 2 38 1 10 18 156
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 0 1 57 2 6 13 186
Leverage Constraints and the Optimal Hedging of Stock and Bond Options 0 0 0 23 0 0 1 72
Model Misspecification and Underdiversification 0 0 1 107 1 10 18 341
Optimal Replication of Options with Transactions Costs and Trading Restrictions 0 0 0 82 5 6 8 190
Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? 32 64 179 904 71 167 478 2,794
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming 0 0 1 16 1 6 11 63
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 1 1 9 171 2 13 39 548
Sovereign debt and the London Club: A precommitment device for limiting punishment for default 0 0 1 71 1 6 8 248
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 0 0 0 11 0 6 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 3 4 9 123
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity 0 0 1 287 1 6 23 1,058
The exchange rate and purchasing power parity: extending the theory and tests 0 0 0 109 3 8 10 306
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 1 5 11 241
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility 0 0 0 78 0 4 8 216
Valuing risk and flexibility: A comparison of methods 0 0 0 95 1 4 8 224
Total Journal Articles 36 88 282 3,121 118 384 982 10,223

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 7 11 129
Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes 0 0 0 0 1 1 9 193
Total Books 0 0 0 0 1 8 20 322

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Statistics updated 2026-03-04