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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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Systemic risk and international portfolio choice
Das, Sanjiv R. (contributor); Uppal, Raman (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700273
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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - 2007
overconfident about the signal. We find that, because overconfident traders introduce an additional source of risk, rational … bonds are an essential accompaniment of equity investment, as they serve to hedge this sentiment risk …
Persistent link: https://www.econbiz.de/10003961073
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Lifecycle portfolio choice with systematic longevity risk and variable investment-linked deferred annuities
Kartashov, Vasily; Maurer, Raimund; Mitchell, Olivia S.; … - 2011
Persistent link: https://www.econbiz.de/10009372885
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Systemic risk and international portfolio choice
Das, Sanjiv R. - 2002
Persistent link: https://www.econbiz.de/10013423895
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Target-date funds in 401(k) retirement plans
Mitchell, Olivia S.; Utkus, Stephen P. - 2012
Persistent link: https://www.econbiz.de/10009573170
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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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Target-date funds in 401(k) retirement plans
Mitchell, Olivia S.; Utkus, Stephen P. - 2012
Persistent link: https://www.econbiz.de/10009518290
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Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs
Buss, Adrian; Uppal, Raman; Vilkov, Grigory - 2015 - This version: February 2015
investors, and hence, on equity risk premia and the liquidity premium. …
Persistent link: https://www.econbiz.de/10012061082