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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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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
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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/10002863194
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Model misspecification and under-diversification
Uppal, Raman - 2002
Persistent link: https://www.econbiz.de/10013423894
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How inefficient is the 1/N asset-allocation strategy?
DeMiguel, Victor; Garlappi, Lorenzo; Uppal, Raman - 2005
Persistent link: https://www.econbiz.de/10003025635
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The effect of introducing a non-redundant derivative on the volatility of stock-market returns
Bhamra, Harjoat Singh; Uppal, Raman - 2006
Persistent link: https://www.econbiz.de/10003353062
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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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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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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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Asset prices with heterogeneity in preferences and beliefs
Bhamra, Harjoat Singh; Uppal, Raman - 2013
Persistent link: https://www.econbiz.de/10009759849