Uppal, Raman - Publications & Citations

Uppal, Raman

university of luxembourg

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1论文数

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收录论文 22

发表时间

A Multifactor Perspective on Volatility-Managed Portfolios

JOURNAL OF FINANCE

IF9.5

2024-10-27

OAAI

Demiguel, Victor; Martin-Utrera, Alberto; Uppal, Raman

Can Competition Increase Profits in Factor Investing?竞争能在因子投资中增加利润吗？

MANAGEMENT SCIENCE

IF4.9

2024-10-09

PREAI

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

The finance of climate change

JOURNAL OF CORPORATE FINANCE

IF5.9

2022-04-01

PREAI

Calvet, Laurent; Gianfrate, Gianfranco; Uppal, Raman

A Transaction-Cost Perspective on the Multitude of Firm Characteristics

REVIEW OF FINANCIAL STUDIES

IF5.4

2020-04-17

OAAI

DeMiguel, Victor; Martin-Utrera, Alberto; Nogales, Francisco J.; Uppal, Raman

Does Household Finance Matter? Small Financial Errors with Large Social Costs

AMERICAN ECONOMIC REVIEW

IF11.6

2019-03-01

OAAI

Bhamra, Harjoat S.; Uppal, Raman

The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 金融市场监管的预期和意外后果: 一般均衡分析

JOURNAL OF MONETARY ECONOMICS

IF4.1

2016-08-01

OAAI

Buss, Adrian; Dumas, Bernard; Uppal, Raman; Vilkov, Grigory

Stock Return Serial Dependence and Out-of-Sample Portfolio Performance

REVIEW OF FINANCIAL STUDIES

IF5.4

2014-02-06

PREAI

DeMiguel, Victor; Nogales, Francisco J.; Uppal, Raman

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2014-01-02

130

PREAI

DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; Vilkov, Grigory

Asset Prices with Heterogeneity in Preferences and Beliefs

REVIEW OF FINANCIAL STUDIES

IF5.4

2013-08-29

PREAI

Bhamra, Harjoat S.; Uppal, Raman

An examination of uncovered interest rate parity in segmented international commodity markets

JOURNAL OF FINANCE

IF9.5

2012-04-18

PREAI

Hollifield, B; Uppal, R

Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

JOURNAL OF FINANCE

IF9.5

2009-03-13

195

OAAI

Dumas, Bernard; Kurshev, Alexander; Uppal, Raman

The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion

REVIEW OF FINANCIAL STUDIES

IF5.4

2007-12-11

PREAI

Bhamra, Harjoat S.; Uppal, Raman

Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?

REVIEW OF FINANCIAL STUDIES

IF5.4

2007-12-03

1.8K

PREAI

DeMiguel, Victor; Garlappi, Lorenzo; Uppal, Raman

Portfolio selection with parameter and model uncertainty: A multi-prior approach

REVIEW OF FINANCIAL STUDIES

IF5.4

2006-05-15

378

OAAI

Garlappi, Lorenzo; Uppal, Raman; Wang, Tan

Systemic risk and international portfolio choice

JOURNAL OF FINANCE

IF9.5

2005-11-27

240

PREAI

Das, SR; Uppal, R

Model misspecification and underdiversification

JOURNAL OF FINANCE

IF9.5

2003-11-07

261

PREAI

Uppal, R; Wang, T

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

REVIEW OF FINANCIAL STUDIES

IF5.4

2001-01-01

OAAI

Dumas, B; Uppal, R

Sovereign debt and the London Club: A precommitment device for limiting punishment for default

JOURNAL OF BANKING & FINANCE

IF3.8

1997-05-01

PREAI

Uppal, R; VanHulle, C

THE EXCHANGE-RATE IN THE PRESENCE OF TRANSACTION CASTS - IMPLICATIONS FOR TESTS OF PURCHASING POWER PARITY

JOURNAL OF FINANCE

IF9.5

1995-09-01

219

OAAI

SERCU, P; UPPAL, R; VANHULLE, C

LEVERAGE CONSTRAINTS AND THE OPTIMAL HEDGING OF STOCK AND BOND OPTIONS

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

1994-06-01

PREAI

NAIK, V; UPPAL, R

研究方向