Details about Raman Uppal
Access statistics for papers by Raman Uppal.
Last updated 2022-08-03. Update your information in the RePEc Author Service.
Short-id: pup16
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Working Papers
2021
- Do the Effects of Individual Behavioral Biases Cancel Out?
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- Dynamics of Asset Demands with Confidence Heterogeneity
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- What Alleviates Crowding in Factor Investing?
CEPR Discussion Papers, C.E.P.R. Discussion Papers
2020
- Investor Sophistication and Portfolio Dynamics
CEPR Discussion Papers, C.E.P.R. Discussion Papers
2018
- The Implications of Financial Innovation for Capital Markets and Household Welfare
CEPR Discussion Papers, C.E.P.R. Discussion Papers
2017
- A Portfolio Perspective on the Multitude of Firm Characteristics
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
- Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in 2016 Meeting Papers, Society for Economic Dynamics (2016)
- Does Household Finance Matter? Small Financial Errors with Large Social Costs
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
See also Journal Article in American Economic Review (2019)
- Financial Innovation and Asset Prices
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
2016
- The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis
Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (12)
Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2016) View citations (13)
See also Journal Article in Journal of Monetary Economics (2016)
2015
- Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (12)
- Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
2013
- Asset Prices with Heterogeneity in Preferences and Beliefs
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (10)
See also Journal Article in Review of Financial Studies (2014)
- Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
See also Journal Article in Review of Financial Studies (2014)
2010
- Improving Portfolio Selection Using Option-Implied Volatility and Skewness
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
See also Journal Article in Journal of Financial and Quantitative Analysis (2013)
- Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
See also Journal Article in Management Science (2012)
2007
- Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2007) View citations (7) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (7)
See also Journal Article in Journal of Finance (2009)
2006
- The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
- What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (6)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (9) NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (8)
2005
- How Inefficient is the 1/N Asset-Allocation Strategy?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
- Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
Also in Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004) View citations (3) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (1)
See also Journal Article in Review of Financial Studies (2007)
- The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
See also Journal Article in Journal of Economic Dynamics and Control (2006)
2002
- Model Misspecification and Under-Diversification
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
See also Journal Article in Journal of Finance (2003)
- Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (12) NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations (21)
- Systemic Risk and International Portfolio Choice
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
- The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
See also Journal Article in Journal of International Money and Finance (2004)
1999
- Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article in Review of Financial Studies (2001)
1998
- Efficient Intertemporal Allocations with Recursive Utility
NBER Technical Working Papers, National Bureau of Economic Research, Inc 
Also in Working Papers, HAL (1997) View citations (1)
See also Journal Article in Journal of Economic Theory (2000)
1996
- The Equilibrium Approach to Exchange Rates: Theory and Tests
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
- Valuing Risk and Flexibility: A Comparison of Methods
G.R.E.Q.A.M., Universite Aix-Marseille III View citations (20)
See also Journal Article in Resources Policy (1996)
Journal Articles
2020
- A Transaction-Cost Perspective on the Multitude of Firm Characteristics
Review of Financial Studies, 2020, 33, (5), 2180-2222 View citations (17)
2019
- Does Household Finance Matter? Small Financial Errors with Large Social Costs
American Economic Review, 2019, 109, (3), 1116-54 View citations (6)
See also Working Paper (2017)
2016
- The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis
Journal of Monetary Economics, 2016, 81, (C), 25-43 View citations (12)
See also Working Paper (2016)
2014
- Asset Prices with Heterogeneity in Preferences and Beliefs
Review of Financial Studies, 2014, 27, (2), 519-580 View citations (71)
See also Working Paper (2013)
- Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
Review of Financial Studies, 2014, 27, (4), 1031-1073 View citations (46)
See also Working Paper (2013)
2013
- Improving Portfolio Selection Using Option-Implied Volatility and Skewness
Journal of Financial and Quantitative Analysis, 2013, 48, (6), 1813-1845 View citations (78)
See also Working Paper (2010)
2012
- Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification
Management Science, 2012, 58, (2), 253-272 View citations (75)
See also Working Paper (2010)
2009
- A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
Management Science, 2009, 55, (5), 798-812 View citations (297)
- Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
Journal of Finance, 2009, 64, (2), 579-629 View citations (147)
See also Working Paper (2007)
- Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy?
Review of Financial Studies, 2009, 22, (5), 1915-1953 View citations (753)
- The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion
Review of Financial Studies, 2009, 22, (6), 2303-2330 View citations (41)
2007
- Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Review of Financial Studies, 2007, 20, (1), 41-81 View citations (246)
See also Working Paper (2005)
2006
- The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Journal of Economic Dynamics and Control, 2006, 30, (6), 967-991 View citations (29)
See also Working Paper (2005)
2005
- Portfolio Investment with the Exact Tax Basis via Nonlinear Programming
Management Science, 2005, 51, (2), 277-290 View citations (21)
2004
- The exchange rate and purchasing power parity: extending the theory and tests
Journal of International Money and Finance, 2004, 23, (4), 553-571 View citations (8)
See also Working Paper (2002)
2003
- Exchange rate volatility and international trade: A general-equilibrium analysis
European Economic Review, 2003, 47, (3), 429-441 View citations (19)
- Model Misspecification and Underdiversification
Journal of Finance, 2003, 58, (6), 2465-2486 View citations (165)
See also Working Paper (2002)
2001
- Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods
Review of Financial Studies, 2001, 14, (1), 277-305 View citations (17)
See also Working Paper (1999)
2000
- Efficient Intertemporal Allocations with Recursive Utility
Journal of Economic Theory, 2000, 93, (2), 240-259 View citations (24)
See also Working Paper (1998)
1997
- An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets
Journal of Finance, 1997, 52, (5), 2145-70 View citations (32)
- Sovereign debt and the London Club: A precommitment device for limiting punishment for default
Journal of Banking & Finance, 1997, 21, (5), 741-756
1996
- Valuing risk and flexibility: A comparison of methods
Resources Policy, 1996, 22, (1-2), 63-74 View citations (19)
See also Working Paper (1996)
1995
- The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity
Journal of Finance, 1995, 50, (4), 1309-19 View citations (294)
1994
- Leverage Constraints and the Optimal Hedging of Stock and Bond Options
Journal of Financial and Quantitative Analysis, 1994, 29, (2), 199-222 View citations (15)
1993
- A General Equilibrium Model of International Portfolio Choice
Journal of Finance, 1993, 48, (2), 529-53 View citations (143)
- Optimal Replication of Options with Transactions Costs and Trading Restrictions
Journal of Financial and Quantitative Analysis, 1993, 28, (1), 117-138 View citations (67)
1992
- Deviations from purchasing power parity and capital flows
Journal of International Money and Finance, 1992, 11, (2), 126-144 View citations (7)
Books
2006
- Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes
Cambridge Books, Cambridge University Press View citations (1)
Also in Cambridge Books, Cambridge University Press (2000) View citations (27)
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