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A multivariate model of strategic asset allocation
Campbell, John Y. - 2001
Persistent link: https://www.econbiz.de/10013423666
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Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor; Nogales, Francisco J.; Uppal, Raman - 2013
Persistent link: https://www.econbiz.de/10009745642
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2015
Persistent link: https://www.econbiz.de/10011300980
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
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Where experience matters : asset allocation and asset pricing with opaque and illiquid assets
Buss, Adrian; Uppal, Raman; Vilkov, Grigory - 2015
Persistent link: https://www.econbiz.de/10010495448
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Does household finance matter? : small financial errors with large social costs
Bhamra, Harjoat Singh; Uppal, Raman - 2017
Persistent link: https://www.econbiz.de/10011817171
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Strategic asset allocation in a continuous time VAR model
Campbell, John Y. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001903027
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Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.; Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - 2010
Persistent link: https://www.econbiz.de/10003948898
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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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Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - 2005
Persistent link: https://www.econbiz.de/10003023172