Raman Uppal
23 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0001-9428-147X
Edhec Business School and CEPR , London, UK
Publications
- Dynamics of Asset Demands with Confidence Heterogeneity — The Review of Financial Studies 2026
- Can Competition Increase Profits in Factor Investing? — Management Science 2025
- A Multifactor Perspective on Volatility-Managed Portfolios — The Journal of Finance 2024
- A Transaction-Cost Perspective on the Multitude of Firm Characteristics — The Review of Financial Studies 2020
- Does Household Finance Matter? Small Financial Errors with Large Social Costs — American Economic Review 2019
- Asset Prices with Heterogeneity in Preferences and Beliefs — The Review of Financial Studies 2014
- Stock Return Serial Dependence and Out-of-Sample Portfolio Performance — The Review of Financial Studies 2014
- Improving Portfolio Selection Using Option-Implied Volatility and Skewness — Journal of Financial and Quantitative Analysis 2013
- Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification — Management Science 2012
- Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility — The Journal of Finance 2009
- Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy? — The Review of Financial Studies 2009
- The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion — The Review of Financial Studies 2009
- A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms — Management Science 2009
- Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach — The Review of Financial Studies 2007
- Portfolio Investment with the Exact Tax Basis via Nonlinear Programming — Management Science 2005
- Systemic Risk and International Portfolio Choice — The Journal of Finance 2004
- Model Misspecification and Underdiversification — The Journal of Finance 2003
- Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods — The Review of Financial Studies 2001
- An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets — The Journal of Finance 1997
- The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity — The Journal of Finance 1995
- Leverage Constraints and the Optimal Hedging of Stock and Bond Options — Journal of Financial and Quantitative Analysis 1994
- A General Equilibrium Model of International Portfolio Choice — The Journal of Finance 1993
- Optimal Replication of Options with Transactions Costs and Trading Restrictions — Journal of Financial and Quantitative Analysis 1993