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Where experience matters : asset allocation and asset pricing with opaque and llliquid assets
Buss, Adrian; Vilkov, Grigory; Uppal, Raman - 2014
Persistent link: https://www.econbiz.de/10010485829
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What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2005
Persistent link: https://www.econbiz.de/10003364622
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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - C.E.P.R. Discussion Papers - 2005
features: One, just like the Bayesian model, it is firmly grounded in decision theory. Two, it is flexible enough to allow for …
Persistent link: https://www.econbiz.de/10005124485
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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - C.E.P.R. Discussion Papers - 2005
features: One, just like the Bayesian model, it is firmly grounded in decision theory. Two, it is flexible enough to allow for …
Persistent link: https://www.econbiz.de/10005791415
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Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs
Buss, Adrian; Uppal, Raman; Vilkov, Grigory - 2014
Persistent link: https://www.econbiz.de/10010380598
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Financial innovation and asset prices
Buss, Adrian; Uppal, Raman; Vilkov, Grigory - 2017
Persistent link: https://www.econbiz.de/10011714439
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The intended and unintended consequences of financial-market regulations : a general equilibrium analysis
Buss, Adrian; Dumas, Bernard; Uppal, Raman; Vilkov, Grigory - 2016
Persistent link: https://www.econbiz.de/10011579964