Raman Uppal
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Groupe EDHEC (École de Hautes Études Commerciales du Nord)
/ Département Comptabilité, Droit, Finance et Économie
Research profile
author of:
- Does Household Finance Matter? Small Financial Errors with Large Social Costs (RePEc:aea:aecrev:v:109:y:2019:i:3:p:1116-54)
by Harjoat S. Bhamra & Raman Uppal - A General Equilibrium Model of International Portfolio Choice (RePEc:bla:jfinan:v:48:y:1993:i:2:p:529-53)
by Uppal, Raman - The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (RePEc:bla:jfinan:v:50:y:1995:i:4:p:1309-19)
by Sercu, Piet & Uppal, Raman & Van Hulle, Cynthia - An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets (RePEc:bla:jfinan:v:52:y:1997:i:5:p:2145-70)
by Hollifield, Burton & Uppal, Raman - Model Misspecification and Underdiversification (RePEc:bla:jfinan:v:58:y:2003:i:6:p:2465-2486)
by Raman Uppal & Tan Wang - Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility (RePEc:bla:jfinan:v:64:y:2009:i:2:p:579-629)
by Bernard Dumas & Alexander Kurshev & Raman Uppal - The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis (RePEc:cca:wpaper:449)
by Adrian Buss & Bernard Dumas & Raman Uppal & Grigory Vilkov - What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? (RePEc:chf:rpseri:rp0619)
by Bernard Dumas & Alexander Kurshev & Raman Uppal - Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility (RePEc:chf:rpseri:rp0737)
by Bernard Dumas & Alexander Kurshev & Raman Uppal - Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets (RePEc:cpr:ceprdp:10437)
by Uppal, Raman & Vilkov, Grigory & Buss, Adrian - Does Household Finance Matter? Small Financial Errors with Large Social Costs (RePEc:cpr:ceprdp:12414)
by Uppal, Raman & Bhamra, Harjoat Singh - Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? (RePEc:cpr:ceprdp:12415)
by Uppal, Raman & Bhamra, Harjoat Singh - Financial Innovation and Asset Prices (RePEc:cpr:ceprdp:12416)
by Uppal, Raman & Buss, Adrian & Vilkov, Grigory - A Portfolio Perspective on the Multitude of Firm Characteristics (RePEc:cpr:ceprdp:12417)
by DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J. & Uppal, Raman - The Implications of Financial Innovation for Capital Markets and Household Welfare (RePEc:cpr:ceprdp:13137)
by Buss, Adrian & Vilkov, Grigory & Uppal, Raman - Investor Sophistication and Portfolio Dynamics (RePEc:cpr:ceprdp:15116)
by Buss, Adrian & Vilkov, Grigory & Uppal, Raman - Do the Effects of Individual Behavioral Biases Cancel Out? (RePEc:cpr:ceprdp:16335)
by Uppal, Raman & Bhamra, Harjoat Singh - Dynamics of Asset Demands with Confidence Heterogeneity (RePEc:cpr:ceprdp:16441)
by Buss, Adrian & Vilkov, Grigory & Uppal, Raman - What Alleviates Crowding in Factor Investing? (RePEc:cpr:ceprdp:16527)
by Uppal, Raman & DeMiguel, Victor & Martin-Utrera, Alberto - Model Misspecification and Under-Diversification (RePEc:cpr:ceprdp:3304)
by Uppal, Raman & Wang, Tan - Systemic Risk and International Portfolio Choice (RePEc:cpr:ceprdp:3305)
by Uppal, Raman & Das, Sanjiv Ranjan - Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies (RePEc:cpr:ceprdp:3306)
by Uppal, Raman & Kogan, Leonid - The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests (RePEc:cpr:ceprdp:3343)
by Uppal, Raman & Sercu, Piet & Apte, Prakesh - The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility (RePEc:cpr:ceprdp:5020)
by Uppal, Raman & Bhamra, Harjoat Singh - Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (RePEc:cpr:ceprdp:5041)
by Uppal, Raman & Wang, Tan & Garlappi, Lorenzo - How Inefficient is the 1/N Asset-Allocation Strategy? (RePEc:cpr:ceprdp:5142)
by Uppal, Raman & Garlappi, Lorenzo & DeMiguel, Victor - Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (RePEc:cpr:ceprdp:5148)
by Uppal, Raman & Wang, Tan & Garlappi, Lorenzo - What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? (RePEc:cpr:ceprdp:5367)
by Uppal, Raman & Dumas, Bernard & Kurshev, Alexander - The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns (RePEc:cpr:ceprdp:5726)
by Uppal, Raman & Bhamra, Harjoat Singh - Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility (RePEc:cpr:ceprdp:6455)
by Uppal, Raman & Dumas, Bernard & Kurshev, Alexander - Improving Portfolio Selection Using Option-Implied Volatility and Skewness (RePEc:cpr:ceprdp:7686)
by Uppal, Raman & DeMiguel, Victor & Plyakha, Yuliya & Vilkov, Grigory - Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification (RePEc:cpr:ceprdp:7687)
by Uppal, Raman & Boyle, Phelim & Wang, Tan & Garlappi, Lorenzo - Stock Return Serial Dependence and Out-of-Sample Portfolio Performance (RePEc:cpr:ceprdp:9456)
by Uppal, Raman & DeMiguel, Victor & Nogales, Francisco J. - Asset Prices with Heterogeneity in Preferences and Beliefs (RePEc:cpr:ceprdp:9459)
by Uppal, Raman & Bhamra, Harjoat Singh - Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes (RePEc:cup:cbooks:9780521034234)
by Sercu,Piet & Uppal,Raman - Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes (RePEc:cup:cbooks:9780521562942)
by Sercu,Piet & Uppal,Raman - Optimal Replication of Options with Transactions Costs and Trading Restrictions (RePEc:cup:jfinqa:v:28:y:1993:i:01:p:117-138_00)
by Edirisinghe, Chanaka & Naik, Vasanttilak & Uppal, Raman - Leverage Constraints and the Optimal Hedging of Stock and Bond Options (RePEc:cup:jfinqa:v:29:y:1994:i:02:p:199-222_00)
by Naik, Vasanttilak & Uppal, Raman - Improving Portfolio Selection Using Option-Implied Volatility and Skewness (RePEc:cup:jfinqa:v:48:y:2013:i:06:p:1813-1845_00)
by DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory - The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility (RePEc:eee:dyncon:v:30:y:2006:i:6:p:967-991)
by Bhamra, Harjoat S. & Uppal, Raman - Exchange rate volatility and international trade: A general-equilibrium analysis (RePEc:eee:eecrev:v:47:y:2003:i:3:p:429-441)
by Sercu, Piet & Uppal, Raman - Sovereign debt and the London Club: A precommitment device for limiting punishment for default (RePEc:eee:jbfina:v:21:y:1997:i:5:p:741-756)
by Uppal, Raman & Van Hulle, Cynthia - Efficient Intertemporal Allocations with Recursive Utility (RePEc:eee:jetheo:v:93:y:2000:i:2:p:240-259)
by Dumas, Bernard & Uppal, Raman & Wang, Tan - Deviations from purchasing power parity and capital flows (RePEc:eee:jimfin:v:11:y:1992:i:2:p:126-144)
by Uppal, Raman - The exchange rate and purchasing power parity: extending the theory and tests (RePEc:eee:jimfin:v:23:y:2004:i:4:p:553-571)
by Apte, Prakash & Sercu, Piet & Uppal, Raman - Valuing risk and flexibility : A comparison of methods (RePEc:eee:jrpoli:v:22:y:1996:i:1-2:p:63-74)
by Moyen, Nathalie & Slade, Margaret & Uppal, Raman - The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis (RePEc:eee:moneco:v:81:y:2016:i:c:p:25-43)
by Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory - Valuing Risk and Flexibility: A Comparison of Methods (RePEc:fth:aixmeq:96b08)
by Moyen, N. & Slade, M. & Uppal, R. - Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies (RePEc:fth:pennfi:13-00)
by Leonid Kogan & Raman Uppal - Efficient Intertemporal Allocations with Recursive Utility (RePEc:hal:wpaper:hal-00605603)
by Bernard Dumas & Raman Uppal & Tan Wang - Portfolio Investment with the Exact Tax Basis via Nonlinear Programming (RePEc:inm:ormnsc:v:51:y:2005:i:2:p:277-290)
by Victor DeMiguel & Raman Uppal - A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (RePEc:inm:ormnsc:v:55:y:2009:i:5:p:798-812)
by Victor DeMiguel & Lorenzo Garlappi & Francisco J. Nogales & Raman Uppal - Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification (RePEc:inm:ormnsc:v:58:y:2012:i:2:p:253-272)
by Phelim Boyle & Lorenzo Garlappi & Raman Uppal & Tan Wang - Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (RePEc:mmf:mmfc04:54)
by Raman Uppal & Lorenzo Garlappi & Tan Wang - Efficient Intertemporal Allocations with Recursive Utility (RePEc:nbr:nberte:0231)
by Bernard Dumas & Raman Uppal & Tan Wang - What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? (RePEc:nbr:nberwo:11803)
by Bernard Dumas & Alexander Kurshev & Raman Uppal - Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility (RePEc:nbr:nberwo:13401)
by Bernard Dumas & Alexander Kurshev & Raman Uppal - The Equilibrium Approach to Exchange Rates: Theory and Tests (RePEc:nbr:nberwo:5748)
by Prakash Apte & Piet Sercu & Raman Uppal - Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods (RePEc:nbr:nberwo:6994)
by Bernard Dumas & Raman Uppal - Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies (RePEc:nbr:nberwo:8609)
by Leonid Kogan & Raman Uppal - Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods (RePEc:oup:rfinst:v:14:y:2001:i:1:p:277-305)
by Dumas, Bernard & Uppal, Raman - Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (RePEc:oup:rfinst:v:20:y:2007:i:1:p:41-81)
by Lorenzo Garlappi & Raman Uppal & Tan Wang - Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? (RePEc:oup:rfinst:v:22:y:2009:i:5:p:1915-1953)
by Victor DeMiguel & Lorenzo Garlappi & Raman Uppal - The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion (RePEc:oup:rfinst:v:22:y:2009:i:6:p:2303-2330)
by Harjoat S. Bhamra & Raman Uppal - Asset Prices with Heterogeneity in Preferences and Beliefs (RePEc:oup:rfinst:v:27:y:2014:i:2:p:519-580.)
by Harjoat S. Bhamra & Raman Uppal - Stock Return Serial Dependence and Out-of-Sample Portfolio Performance (RePEc:oup:rfinst:v:27:y:2014:i:4:p:1031-1073.)
by Victor DeMiguel & Francisco J. Nogales & Raman Uppal - A Transaction-Cost Perspective on the Multitude of Firm Characteristics (RePEc:oup:rfinst:v:33:y:2020:i:5:p:2180-2222.)
by Victor DeMiguel & Alberto Martín-Utrera & Francisco J Nogales & Raman Uppal - Asset Prices with Heterogeneity in Preferences and Beliefs (RePEc:red:sed013:1344)
by Raman Uppal & Harjoat Bhamra - Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? (RePEc:red:sed016:1358)
by Raman Uppal & Harjoat Bhamra - The intended and unintended consequences of financial-market regulations: A general equilibrium analysis (RePEc:zbw:safewp:124)
by Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory - Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs (RePEc:zbw:safewp:41)
by Buss, Adrian & Uppal, Raman & Vilkov, Grigory