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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

Keynes meets Markowitz : the trade-off between familiarity and diversification

Boyle, Phelim P.; Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - In: Management science : journal of the Institute for … 58 (2012) 2, pp. 253-272

Persistent link: https://www.econbiz.de/10009512174

Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility

Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2007

Persistent link: https://www.econbiz.de/10003638366

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

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/10003556246

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

What Alleviates Crowding in Factor Investing?

DeMiguel, Victor; Martin-Utrera, Alberto; Uppal, Raman - 2021

price-impact costs and erode profits. We identify a mechanism that alleviates crowding--trading diversification … not negatively correlated. Empirically, trading diversification increases capacity by 45%, optimal investment by 43%, and …

Persistent link: https://www.econbiz.de/10013227317

Investor sophistication and portfolio dynamics

Buss, Adrian; Uppal, Raman; Vilkov, Grigory - 2020

Persistent link: https://www.econbiz.de/10012253974

Global diversification, growth and welfare with imperfectly integrated markets for goods

Dumas, Bernard; Uppal, Raman - 1999

Persistent link: https://www.econbiz.de/10009758939

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