Raman Uppal

The Equilibrium Approach to Exchange Rates: Theory and Tests

Year: 1996
Journal: Journal of International Money and Finance
Authors: Prakash Apte; Piet Sercu; Raman Uppal

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

Year: 2001
Journal: No Journal Matched
Authors: Leonid Kogan; Raman Uppal

Model Misspecification and Underdiversification

Year: 2002
Journal: Journal of Finance
Authors: Raman Uppal; Tan Wang

Systemic Risk and International Portfolio Choice

Year: 2002
Journal: Journal of Finance
Authors: Sanjiv Ranjan Das; Raman Uppal

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

Year: 2002
Journal: No Journal Matched
Authors: Leonid Kogan; Raman Uppal

The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests

Year: 2002
Journal: Journal of International Money and Finance
Authors: Prakesh Apte; Piet Sercu; Raman Uppal

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?

Year: 2005
Journal: No Journal Matched
Authors: Bernard Dumas; Alexander Kurshev; Raman Uppal

The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption Portfolio Choice with Recursive Utility

Year: 2005
Journal: No Journal Matched
Authors: Harjoat S. Bhamra; Raman Uppal

Portfolio Selection with Parameter and Model Uncertainty: A Multiprior Approach

Year: 2005
Journal: Review of Financial Studies
Authors: Lorenzo Garlappi; Raman Uppal; Tan Wang

Portfolio Selection with Parameter and Model Uncertainty: A Multiprior Approach

Year: 2005
Journal: Review of Financial Studies
Authors: Lorenzo Garlappi; Raman Uppal; Tan Wang

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?

Year: 2005
Journal: No Journal Matched
Authors: Bernard J. Dumas; Alexander Kurshev; Raman Uppal

How Inefficient is the 1/n Asset Allocation Strategy?

Year: 2005
Journal: No Journal Matched
Authors: Victor DeMiguel; Lorenzo Garlappi; Raman Uppal

The Effect of Introducing a Nonredundant Derivative on the Volatility of Stock Market Returns

Year: 2006
Journal: No Journal Matched
Authors: Harjoat Singh Bhamra; Raman Uppal

Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

Year: 2007
Journal: Journal of Finance
Authors: Bernard Dumas; Alexander Kurshev; Raman Uppal

Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

Year: 2007
Journal: Journal of Finance
Authors: Bernard J. Dumas; Alexander Kurshev; Raman Uppal

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

Year: 2010
Journal: Journal of Financial and Quantitative Analysis
Authors: Victor Demiguel; Yuliya Plyakha; Raman Uppal; Grigory Vilkov

Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification

Year: 2010
Journal: Management Science
Authors: Phelim Boyle; Lorenzo Garlappi; Raman Uppal; Tan Wang

Stock Return Serial Dependence and Out-of-Sample Portfolio Performance

Year: 2013
Journal: No Journal Matched
Authors: Victor Demiguel; Francisco J. Nogales; Raman Uppal

Asset Prices with Heterogeneity in Preferences and Beliefs

Year: 2013
Journal: Review of Financial Studies
Authors: Harjoat S. Bhamra; Raman Uppal

Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets

Year: 2015
Journal: No Journal Matched
Authors: Adrian Buss; Raman Uppal; Grigory Vilkov

The Implications of Financial Innovation for Capital Markets and Household Welfare

Year: 2018
Journal: No Journal Matched
Authors: Adrian Buss; Raman Uppal; Grigory Vilkov

Investor Sophistication and Portfolio Dynamics

Year: 2020
Journal: No Journal Matched
Authors: Adrian Buss; Raman Uppal; Grigory Vilkov

Dynamics of Asset Demands with Confidence Heterogeneity

Year: 2021
Journal: No Journal Matched
Authors: Adrian Buss; Raman Uppal; Grigory Vilkov

Do the Effects of Individual Behavioral Biases Cancel Out?

Year: 2021
Journal: No Journal Matched
Authors: Raman Uppal; Harjoat Singh Bhamra

What Alleviates Crowding in Factor Investing

Year: 2021
Journal: No Journal Matched
Authors: Victor Demiguel; Alberto Martin Utrera; Raman Uppal