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The effect of introducing a non-redundant derivative on the volatility of stock-market returns when agents differ in risk aversion
Bhamra, Harjoat Singh; Uppal, Raman - In: The review of financial studies 22 (2009) 6, pp. 2303-2330
Persistent link: https://www.econbiz.de/10003866729
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Optimal versus naive diversification : how inefficient is the 1/N portfolio strategy?
DeMiguel, Victor; Garlappi, Lorenzo; Uppal, Raman - In: The review of financial studies 22 (2009) 5, pp. 1915-1953
Persistent link: https://www.econbiz.de/10003886034
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Asset prices with heterogeneity in preferences and beliefs
Bhamra, Harjoat Singh; Uppal, Raman - In: The review of financial studies 27 (2014) 2, pp. 519-580
Persistent link: https://www.econbiz.de/10010357891
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Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor; Nogales, Francisco J.; Uppal, Raman - In: The review of financial studies 27 (2014) 4, pp. 1031-1073
Persistent link: https://www.econbiz.de/10010370827
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Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - In: The review of financial studies 20 (2007) 1, pp. 41-81
Persistent link: https://www.econbiz.de/10003403673
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Global diversification, growth, and welfare with imperfectly integrated markets for goods
Dumas, Bernard; Uppal, Raman - In: The review of financial studies 14 (2001) 1, pp. 277-305
Persistent link: https://www.econbiz.de/10001543127
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A transaction-cost perspective on the multitude of firm characteristics
DeMiguel, Victor; Martín-Utrera, Alberto; Nogales, … - In: The review of financial studies 33 (2020) 5, pp. 2180-2222
Persistent link: https://www.econbiz.de/10012244743
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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - In: The review of financial studies 20 (2007) 1, pp. 41-82
Persistent link: https://www.econbiz.de/10007392366
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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - In: The review of financial studies 20 (2007) 1, pp. 41
Persistent link: https://www.econbiz.de/10007392367
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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - In: The review of financial studies 20 (2007) 1, pp. 41
Persistent link: https://www.econbiz.de/10007392368