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Portfolio investment with the exact tax basis via nonlinear programming
DeMiguel, Angel-Victor (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777076
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The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat S. (contributor); Uppal, Raman (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777137
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How inefficient is the 1/N asset-allocation strategy?
DeMiguel, Victor; Garlappi, Lorenzo; Uppal, Raman - 2005
Persistent link: https://www.econbiz.de/10003025635
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Efficient intertemporal allocations with recursive utility
Dumas, Bernard; Uppal, Raman; Wang, Tan - 1999
Persistent link: https://www.econbiz.de/10001425107
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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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What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2005
Persistent link: https://www.econbiz.de/10003364622
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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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Model misspecification and under-diversification
Uppal, Raman (contributor); Wang, Tan (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700283
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Risk aversion and optimal portfolio policies in partial and general equilibrium economies
Kogan, Leonid; Uppal, Raman - 2001
Persistent link: https://www.econbiz.de/10001628686
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Risk aversion and optimal portfolio policies in partial and general equilibrium economies
Kogan, Leonid (contributor); Uppal, Raman (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795677