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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of investing"
~person:"Uppal, Raman"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Uppal, Raman
Grobys, Klaus
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Applied economics
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The journal of investing
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What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard J.
;
Kurshev, Alexander
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003294322
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2
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
3
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
-
2007
Persistent link: https://www.econbiz.de/10003549572
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