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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 579-629
Persistent link: https://www.econbiz.de/10003828273
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Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 579-630
Persistent link: https://www.econbiz.de/10008231897
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A general equilibrium model of international portfolio choice
Uppal, Raman - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 529-553
Persistent link: https://www.econbiz.de/10001152173
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Systematic risk and international portfolio choice
Das, Sanjiv R.; Uppal, Raman - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2809-2834
Persistent link: https://www.econbiz.de/10002503877
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Model misspecification and underdiversification
Uppal, Raman; Wang, Tan - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2465-2486
Persistent link: https://www.econbiz.de/10001845804
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The exchange rate in the presence of transaction costs : implications for tests of purchasing power parity
Sercu, Piet - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1309-1319
Persistent link: https://www.econbiz.de/10001191730
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An examination of uncovered interest rate parity in segmented international commodity markets
Hollifield, Burton - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 2145-2170
Persistent link: https://www.econbiz.de/10001232325
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A General Equilibrium Model of International Portfolio Choice
Uppal, Raman - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 529-554
Persistent link: https://www.econbiz.de/10006603697
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International Financial Markets and the Firm
Sercu, Piet; Uppal, Raman; Lessard, Donald - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 765-766
Persistent link: https://www.econbiz.de/10007313230
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The Exchange Rate in the Presence of Transactions Costs: Implications for Tests of Purchasing Power Parity
Sercu, Piet; Uppal, Raman; Hulle, Cynthia Van - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1309-1320
Persistent link: https://www.econbiz.de/10007331862