Takip et
Raman Uppal
Raman Uppal
Professor of Finance, Edhec Business School
edhec.edu üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Optimal versus naive diversification: How inefficient is the 1/N portfolio strategy?
V DeMiguel, L Garlappi, R Uppal
Review of Financial Studies 22 (5), 1915-1953, 2009
44982009
A generalized approach to portfolio optimization: Improving performance by constraining portfolio norms
V DeMiguel, L Garlappi, FJ Nogales, R Uppal
Management science 55 (5), 798-812, 2009
12802009
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
L Garlappi, R Uppal, T Wang
Review of Financial Studies 20 (1), 41-81, 2007
9232007
Systemic risk and international portfolio choice
SR Das, R Uppal
The Journal of Finance 59 (6), 2809-2834, 2004
6302004
Model misspecification and underdiversification
R Uppal, T Wang
The Journal of Finance 58 (6), 2465-2486, 2003
6102003
The exchange rate in the presence of transaction costs: implications for tests of purchasing power parity
P Sercu, R Uppal, C Van Hulle
The Journal of Finance 50 (4), 1309-1319, 1995
5791995
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
B Dumas, A Kurshev, R Uppal
The Journal of Finance 64 (2), 579-629, 2009
561*2009
Keynes meets Markowitz: The trade-off between familiarity and diversification
P Boyle, L Garlappi, R Uppal, T Wang
Management Science 58 (2), 253-272, 2012
325*2012
Optimal replication of options with transactions costs and trading restrictions
C Edirisinghe, V Naik, R Uppal
Journal of Financial and Quantitative Analysis 28 (1), 117-138, 1993
3111993
Improving portfolio selection using option-implied volatility and skewness
V DeMiguel, Y Plyakha, R Uppal, G Vilkov
Journal of Financial and Quantitative Analysis 48 (6), 1813-1845, 2013
3072013
Asset prices with heterogeneity in preferences and beliefs
HS Bhamra, R Uppal
The Review of Financial Studies 27 (2), 519-580, 2014
2852014
A general equilibrium model of international portfolio choice
R Uppal
The Journal of Finance 48 (2), 529-553, 1993
2851993
A transaction-cost perspective on the multitude of firm characteristics
V DeMiguel, A Martin-Utrera, FJ Nogales, R Uppal
The Review of Financial Studies 33 (5), 2180-2222, 2020
2162020
International financial markets and the firm
P Sercu, R Uppal
(No Title), 1995
2071995
Stock return serial dependence and out-of-sample portfolio performance
V DeMiguel, FJ Nogales, R Uppal
The Review of Financial Studies 27 (4), 1031-1073, 2014
2012014
Why does an equal-weighted portfolio outperform value-and price-weighted portfolios?
Y Plyakha, R Uppal, G Vilkov
Available at SSRN 2724535, 2012
1962012
Risk aversion and optimal portfolio policies in partial and general equilibrium economies
L Kogan, R Uppal
National Bureau of Economic Research, 2001
1422001
Exchange rate volatility and international trade: A general-equilibrium analysis
P Sercu, R Uppal
European Economic Review 47 (3), 429-441, 2003
1222003
Valuing risk and flexibility: a comparison of methods
N Moyen, M Slade, R Uppal
Resources Policy 22 (1-2), 63-74, 1996
1221996
The effect of introducing a non-redundant derivative on the volatility of stock-market returns when agents differ in risk aversion
HS Bhamra, R Uppal
The Review of Financial Studies 22 (6), 2303-2330, 2009
1182009
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