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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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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
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The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat Singh; Uppal, Raman - In: Journal of economic dynamics & control 30 (2006) 6, pp. 967-991
Persistent link: https://www.econbiz.de/10003327662
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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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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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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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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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Does household finance matter? : small financial errors with large social costs
Bhamra, Harjoat Singh; Uppal, Raman - In: The American economic review 109 (2019) 3, pp. 1116-1154
Persistent link: https://www.econbiz.de/10011992891
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A generalized approach to portfolio optimization : improving performance by constraining portfolio norms
DeMiguel, Victor; Garlappi, Lorenzo; Nogales, Francisco J. - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 798-812
Persistent link: https://www.econbiz.de/10003859991
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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