Raman Uppal
Personal Details
First Name: | Raman |
Middle Name: | |
Last Name: | Uppal |
Suffix: | |
RePEc Short-ID: | pup16 |
[This author has chosen not to make the email address public] | |
https://www.ramanuppal.com | |
Affiliation
Département Comptabilité, Droit, Finance et Économie
Groupe EDHEC (École de Hautes Études Commerciales du Nord)
Lille/Paris, Francehttp://professoral.edhec.com/professeurs-chercheurs/comptabilite-droit-finance-et-economie/professeurs-et-chercheurs-comptabilite-droit-finance-et-economie--78892.kjsp
RePEc:edi:deedhfr (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
- Uppal, Raman & DeMiguel, Victor & Martin-Utrera, Alberto, 2021. "What Alleviates Crowding in Factor Investing?," CEPR Discussion Papers 16527, C.E.P.R. Discussion Papers.
- Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2021. "Dynamics of Asset Demands with Confidence Heterogeneity," CEPR Discussion Papers 16441, C.E.P.R. Discussion Papers.
- Uppal, Raman & Bhamra, Harjoat Singh, 2021. "Do the Effects of Individual Behavioral Biases Cancel Out?," CEPR Discussion Papers 16335, C.E.P.R. Discussion Papers.
- Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2020. "Investor Sophistication and Portfolio Dynamics," CEPR Discussion Papers 15116, C.E.P.R. Discussion Papers.
- Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2018. "The Implications of Financial Innovation for Capital Markets and Household Welfare," CEPR Discussion Papers 13137, C.E.P.R. Discussion Papers.
- DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J. & Uppal, Raman, 2017. "A Portfolio Perspective on the Multitude of Firm Characteristics," CEPR Discussion Papers 12417, C.E.P.R. Discussion Papers.
- Uppal, Raman & Buss, Adrian & Vilkov, Grigory, 2017. "Financial Innovation and Asset Prices," CEPR Discussion Papers 12416, C.E.P.R. Discussion Papers.
- Uppal, Raman & Bhamra, Harjoat Singh, 2017.
"Does Household Finance Matter? Small Financial Errors with Large Social Costs,"
CEPR Discussion Papers
12414, C.E.P.R. Discussion Papers.
- Harjoat S. Bhamra & Raman Uppal, 2019. "Does Household Finance Matter? Small Financial Errors with Large Social Costs," American Economic Review, American Economic Association, vol. 109(3), pages 1116-1154, March.
- Uppal, Raman & Bhamra, Harjoat Singh, 2017.
"Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?,"
CEPR Discussion Papers
12415, C.E.P.R. Discussion Papers.
- Raman Uppal & Harjoat Bhamra, 2016. "Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?," 2016 Meeting Papers 1358, Society for Economic Dynamics.
- Adrian Buss & Bernard Dumas & Raman Uppal & Grigory Vilkov, 2016.
"The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis,"
Carlo Alberto Notebooks
449, Collegio Carlo Alberto.
- Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016. "The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 25-43.
- Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016. "The intended and unintended consequences of financial-market regulations: A general equilibrium analysis," SAFE Working Paper Series 124, Leibniz Institute for Financial Research SAFE.
- Uppal, Raman & Vilkov, Grigory & Buss, Adrian, 2015. "Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets," CEPR Discussion Papers 10437, C.E.P.R. Discussion Papers.
- Buss, Adrian & Uppal, Raman & Vilkov, Grigory, 2015. "Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs," SAFE Working Paper Series 41, Leibniz Institute for Financial Research SAFE, revised 2015.
- Uppal, Raman & Bhamra, Harjoat Singh, 2013.
"Asset Prices with Heterogeneity in Preferences and Beliefs,"
CEPR Discussion Papers
9459, C.E.P.R. Discussion Papers.
- Harjoat S. Bhamra & Raman Uppal, 2014. "Asset Prices with Heterogeneity in Preferences and Beliefs," The Review of Financial Studies, Society for Financial Studies, vol. 27(2), pages 519-580.
- Raman Uppal & Harjoat Bhamra, 2013. "Asset Prices with Heterogeneity in Preferences and Beliefs," 2013 Meeting Papers 1344, Society for Economic Dynamics.
- Uppal, Raman & DeMiguel, Victor & Nogales, Francisco J., 2013.
"Stock Return Serial Dependence and Out-of-Sample Portfolio Performance,"
CEPR Discussion Papers
9456, C.E.P.R. Discussion Papers.
- Victor DeMiguel & Francisco J. Nogales & Raman Uppal, 2014. "Stock Return Serial Dependence and Out-of-Sample Portfolio Performance," The Review of Financial Studies, Society for Financial Studies, vol. 27(4), pages 1031-1073.
- Uppal, Raman & DeMiguel, Victor & Plyakha, Yuliya & Vilkov, Grigory, 2010.
"Improving Portfolio Selection Using Option-Implied Volatility and Skewness,"
CEPR Discussion Papers
7686, C.E.P.R. Discussion Papers.
- DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2013. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(6), pages 1813-1845, December.
- Uppal, Raman & Boyle, Phelim & Wang, Tan & Garlappi, Lorenzo, 2010.
"Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification,"
CEPR Discussion Papers
7687, C.E.P.R. Discussion Papers.
- Phelim Boyle & Lorenzo Garlappi & Raman Uppal & Tan Wang, 2012. "Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification," Management Science, INFORMS, vol. 58(2), pages 253-272, February.
- Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007.
"Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility,"
Swiss Finance Institute Research Paper Series
07-37, Swiss Finance Institute.
- Bernard Dumas & Alexander Kurshev & Raman Uppal, 2009. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," Journal of Finance, American Finance Association, vol. 64(2), pages 579-629, April.
- Uppal, Raman & Dumas, Bernard & Kurshev, Alexander, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," CEPR Discussion Papers 6455, C.E.P.R. Discussion Papers.
- Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers 13401, National Bureau of Economic Research, Inc.
- Bernard Dumas & Alexander Kurshev & Raman Uppal, 2006.
"What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?,"
Swiss Finance Institute Research Paper Series
06-19, Swiss Finance Institute.
- Bernard Dumas & Alexander Kurshev & Raman Uppal, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," NBER Working Papers 11803, National Bureau of Economic Research, Inc.
- Uppal, Raman & Dumas, Bernard & Kurshev, Alexander, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," CEPR Discussion Papers 5367, C.E.P.R. Discussion Papers.
- Uppal, Raman & Bhamra, Harjoat Singh, 2006. "The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns," CEPR Discussion Papers 5726, C.E.P.R. Discussion Papers.
- Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005.
"Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach,"
CEPR Discussion Papers
5041, C.E.P.R. Discussion Papers.
- Lorenzo Garlappi & Raman Uppal & Tan Wang, 2007. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," The Review of Financial Studies, Society for Financial Studies, vol. 20(1), pages 41-81, January.
- Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5148, C.E.P.R. Discussion Papers.
- Raman Uppal & Lorenzo Garlappi & Tan Wang, 2004. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," Money Macro and Finance (MMF) Research Group Conference 2004 54, Money Macro and Finance Research Group.
- Uppal, Raman & Bhamra, Harjoat Singh, 2005.
"The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility,"
CEPR Discussion Papers
5020, C.E.P.R. Discussion Papers.
- Bhamra, Harjoat S. & Uppal, Raman, 2006. "The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility," Journal of Economic Dynamics and Control, Elsevier, vol. 30(6), pages 967-991, June.
- Uppal, Raman & Garlappi, Lorenzo & DeMiguel, Victor, 2005. "How Inefficient is the 1/N Asset-Allocation Strategy?," CEPR Discussion Papers 5142, C.E.P.R. Discussion Papers.
- Uppal, Raman & Sercu, Piet & Apte, Prakesh, 2002.
"The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests,"
CEPR Discussion Papers
3343, C.E.P.R. Discussion Papers.
- Apte, Prakash & Sercu, Piet & Uppal, Raman, 2004. "The exchange rate and purchasing power parity: extending the theory and tests," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 553-571, June.
- Uppal, Raman & Kogan, Leonid, 2002.
"Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies,"
CEPR Discussion Papers
3306, C.E.P.R. Discussion Papers.
- Leonid Kogan & Raman Uppal, "undated". "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," Rodney L. White Center for Financial Research Working Papers 13-00, Wharton School Rodney L. White Center for Financial Research.
- Leonid Kogan & Raman Uppal, 2001. "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," NBER Working Papers 8609, National Bureau of Economic Research, Inc.
- Uppal, Raman & Wang, Tan, 2002.
"Model Misspecification and Under-Diversification,"
CEPR Discussion Papers
3304, C.E.P.R. Discussion Papers.
- Raman Uppal & Tan Wang, 2003. "Model Misspecification and Underdiversification," Journal of Finance, American Finance Association, vol. 58(6), pages 2465-2486, December.
- Uppal, Raman & Das, Sanjiv Ranjan, 2002. "Systemic Risk and International Portfolio Choice," CEPR Discussion Papers 3305, C.E.P.R. Discussion Papers.
- Bernard Dumas & Raman Uppal, 1999.
"Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods,"
NBER Working Papers
6994, National Bureau of Economic Research, Inc.
- Dumas, Bernard & Uppal, Raman, 2001. "Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods," The Review of Financial Studies, Society for Financial Studies, vol. 14(1), pages 277-305.
- Bernard Dumas & Raman Uppal & Tan Wang, 1997.
"Efficient Intertemporal Allocations with Recursive Utility,"
Working Papers
hal-00605603, HAL.
- Dumas, Bernard & Uppal, Raman & Wang, Tan, 2000. "Efficient Intertemporal Allocations with Recursive Utility," Journal of Economic Theory, Elsevier, vol. 93(2), pages 240-259, August.
- Bernard Dumas & Raman Uppal & Tan Wang, 1998. "Efficient Intertemporal Allocations with Recursive Utility," NBER Technical Working Papers 0231, National Bureau of Economic Research, Inc.
- Prakash Apte & Piet Sercu & Raman Uppal, 1996. "The Equilibrium Approach to Exchange Rates: Theory and Tests," NBER Working Papers 5748, National Bureau of Economic Research, Inc.
- Moyen, N. & Slade, M. & Uppal, R., 1996.
"Valuing Risk and Flexibility: A Comparison of Methods,"
G.R.E.Q.A.M.
96b08, Universite Aix-Marseille III.
- Moyen, Nathalie & Slade, Margaret & Uppal, Raman, 1996. "Valuing risk and flexibility : A comparison of methods," Resources Policy, Elsevier, vol. 22(1-2), pages 63-74.
Articles
- Victor DeMiguel & Alberto Martín-Utrera & Francisco J Nogales & Raman Uppal, 2020. "A Transaction-Cost Perspective on the Multitude of Firm Characteristics," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2180-2222.
- Harjoat S. Bhamra & Raman Uppal, 2019.
"Does Household Finance Matter? Small Financial Errors with Large Social Costs,"
American Economic Review, American Economic Association, vol. 109(3), pages 1116-1154, March.
- Uppal, Raman & Bhamra, Harjoat Singh, 2017. "Does Household Finance Matter? Small Financial Errors with Large Social Costs," CEPR Discussion Papers 12414, C.E.P.R. Discussion Papers.
- Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016.
"The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis,"
Journal of Monetary Economics, Elsevier, vol. 81(C), pages 25-43.
- Adrian Buss & Bernard Dumas & Raman Uppal & Grigory Vilkov, 2016. "The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis," Carlo Alberto Notebooks 449, Collegio Carlo Alberto.
- Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016. "The intended and unintended consequences of financial-market regulations: A general equilibrium analysis," SAFE Working Paper Series 124, Leibniz Institute for Financial Research SAFE.
- Harjoat S. Bhamra & Raman Uppal, 2014.
"Asset Prices with Heterogeneity in Preferences and Beliefs,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(2), pages 519-580.
- Raman Uppal & Harjoat Bhamra, 2013. "Asset Prices with Heterogeneity in Preferences and Beliefs," 2013 Meeting Papers 1344, Society for Economic Dynamics.
- Uppal, Raman & Bhamra, Harjoat Singh, 2013. "Asset Prices with Heterogeneity in Preferences and Beliefs," CEPR Discussion Papers 9459, C.E.P.R. Discussion Papers.
- Victor DeMiguel & Francisco J. Nogales & Raman Uppal, 2014.
"Stock Return Serial Dependence and Out-of-Sample Portfolio Performance,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(4), pages 1031-1073.
- Uppal, Raman & DeMiguel, Victor & Nogales, Francisco J., 2013. "Stock Return Serial Dependence and Out-of-Sample Portfolio Performance," CEPR Discussion Papers 9456, C.E.P.R. Discussion Papers.
- DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2013.
"Improving Portfolio Selection Using Option-Implied Volatility and Skewness,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(6), pages 1813-1845, December.
- Uppal, Raman & DeMiguel, Victor & Plyakha, Yuliya & Vilkov, Grigory, 2010. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," CEPR Discussion Papers 7686, C.E.P.R. Discussion Papers.
- Phelim Boyle & Lorenzo Garlappi & Raman Uppal & Tan Wang, 2012.
"Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification,"
Management Science, INFORMS, vol. 58(2), pages 253-272, February.
- Uppal, Raman & Boyle, Phelim & Wang, Tan & Garlappi, Lorenzo, 2010. "Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification," CEPR Discussion Papers 7687, C.E.P.R. Discussion Papers.
- Bernard Dumas & Alexander Kurshev & Raman Uppal, 2009.
"Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility,"
Journal of Finance, American Finance Association, vol. 64(2), pages 579-629, April.
- Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," Swiss Finance Institute Research Paper Series 07-37, Swiss Finance Institute.
- Uppal, Raman & Dumas, Bernard & Kurshev, Alexander, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," CEPR Discussion Papers 6455, C.E.P.R. Discussion Papers.
- Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers 13401, National Bureau of Economic Research, Inc.
- Harjoat S. Bhamra & Raman Uppal, 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, Society for Financial Studies, vol. 22(6), pages 2303-2330, June.
- Victor DeMiguel & Lorenzo Garlappi & Francisco J. Nogales & Raman Uppal, 2009. "A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms," Management Science, INFORMS, vol. 55(5), pages 798-812, May.
- Victor DeMiguel & Lorenzo Garlappi & Raman Uppal, 2009. "Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy?," The Review of Financial Studies, Society for Financial Studies, vol. 22(5), pages 1915-1953, May.
- Lorenzo Garlappi & Raman Uppal & Tan Wang, 2007.
"Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach,"
The Review of Financial Studies, Society for Financial Studies, vol. 20(1), pages 41-81, January.
- Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5148, C.E.P.R. Discussion Papers.
- Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5041, C.E.P.R. Discussion Papers.
- Raman Uppal & Lorenzo Garlappi & Tan Wang, 2004. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," Money Macro and Finance (MMF) Research Group Conference 2004 54, Money Macro and Finance Research Group.
- Bhamra, Harjoat S. & Uppal, Raman, 2006.
"The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(6), pages 967-991, June.
- Uppal, Raman & Bhamra, Harjoat Singh, 2005. "The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility," CEPR Discussion Papers 5020, C.E.P.R. Discussion Papers.
- Victor DeMiguel & Raman Uppal, 2005. "Portfolio Investment with the Exact Tax Basis via Nonlinear Programming," Management Science, INFORMS, vol. 51(2), pages 277-290, February.
- Apte, Prakash & Sercu, Piet & Uppal, Raman, 2004.
"The exchange rate and purchasing power parity: extending the theory and tests,"
Journal of International Money and Finance, Elsevier, vol. 23(4), pages 553-571, June.
- Uppal, Raman & Sercu, Piet & Apte, Prakesh, 2002. "The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests," CEPR Discussion Papers 3343, C.E.P.R. Discussion Papers.
- Sercu, Piet & Uppal, Raman, 2003. "Exchange rate volatility and international trade: A general-equilibrium analysis," European Economic Review, Elsevier, vol. 47(3), pages 429-441, June.
- Raman Uppal & Tan Wang, 2003.
"Model Misspecification and Underdiversification,"
Journal of Finance, American Finance Association, vol. 58(6), pages 2465-2486, December.
- Uppal, Raman & Wang, Tan, 2002. "Model Misspecification and Under-Diversification," CEPR Discussion Papers 3304, C.E.P.R. Discussion Papers.
- Dumas, Bernard & Uppal, Raman, 2001.
"Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods,"
The Review of Financial Studies, Society for Financial Studies, vol. 14(1), pages 277-305.
- Bernard Dumas & Raman Uppal, 1999. "Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods," NBER Working Papers 6994, National Bureau of Economic Research, Inc.
- Dumas, Bernard & Uppal, Raman & Wang, Tan, 2000.
"Efficient Intertemporal Allocations with Recursive Utility,"
Journal of Economic Theory, Elsevier, vol. 93(2), pages 240-259, August.
- Bernard Dumas & Raman Uppal & Tan Wang, 1998. "Efficient Intertemporal Allocations with Recursive Utility," NBER Technical Working Papers 0231, National Bureau of Economic Research, Inc.
- Bernard Dumas & Raman Uppal & Tan Wang, 1997. "Efficient Intertemporal Allocations with Recursive Utility," Working Papers hal-00605603, HAL.
- Uppal, Raman & Van Hulle, Cynthia, 1997. "Sovereign debt and the London Club: A precommitment device for limiting punishment for default," Journal of Banking & Finance, Elsevier, vol. 21(5), pages 741-756, May.
- Hollifield, Burton & Uppal, Raman, 1997. "An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets," Journal of Finance, American Finance Association, vol. 52(5), pages 2145-2170, December.
- Moyen, Nathalie & Slade, Margaret & Uppal, Raman, 1996.
"Valuing risk and flexibility : A comparison of methods,"
Resources Policy, Elsevier, vol. 22(1-2), pages 63-74.
- Moyen, N. & Slade, M. & Uppal, R., 1996. "Valuing Risk and Flexibility: A Comparison of Methods," G.R.E.Q.A.M. 96b08, Universite Aix-Marseille III.
- Sercu, Piet & Uppal, Raman & Van Hulle, Cynthia, 1995. "The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity," Journal of Finance, American Finance Association, vol. 50(4), pages 1309-1319, September.
- Naik, Vasanttilak & Uppal, Raman, 1994. "Leverage Constraints and the Optimal Hedging of Stock and Bond Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(2), pages 199-222, June.
- Uppal, Raman, 1993. "A General Equilibrium Model of International Portfolio Choice," Journal of Finance, American Finance Association, vol. 48(2), pages 529-553, June.
- Edirisinghe, Chanaka & Naik, Vasanttilak & Uppal, Raman, 1993. "Optimal Replication of Options with Transactions Costs and Trading Restrictions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(1), pages 117-138, March.
- Uppal, Raman, 1992. "Deviations from purchasing power parity and capital flows," Journal of International Money and Finance, Elsevier, vol. 11(2), pages 126-144, April.
Books
- Sercu,Piet & Uppal,Raman, 2006.
"Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes,"
Cambridge Books,
Cambridge University Press, number 9780521034234, October.
- Sercu,Piet & Uppal,Raman, 2000. "Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes," Cambridge Books, Cambridge University Press, number 9780521562942, October.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 26 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (12) 2000-10-23 2003-02-18 2003-02-18 2003-02-18 2004-09-30 2005-06-14 2005-06-14 2005-08-13 2005-08-13 2005-12-01 2006-01-24 2006-10-28. Author is listed
- NEP-DGE: Dynamic General Equilibrium (10) 2000-10-23 2001-11-21 2006-10-28 2014-03-22 2016-03-29 2016-05-21 2016-11-20 2017-12-03 2017-12-03 2021-05-31. Author is listed
- NEP-FMK: Financial Markets (9) 2000-10-23 2003-02-18 2003-02-18 2005-06-14 2005-08-13 2005-08-13 2005-12-01 2006-01-24 2017-12-03. Author is listed
- NEP-UPT: Utility Models and Prospect Theory (7) 2006-10-28 2013-09-26 2014-03-22 2016-11-20 2017-12-03 2017-12-03 2018-09-24. Author is listed
- NEP-MAC: Macroeconomics (5) 2016-03-29 2016-05-21 2016-11-20 2017-12-03 2017-12-03. Author is listed
- NEP-CFN: Corporate Finance (3) 2003-02-18 2003-02-18 2003-02-18
- NEP-RMG: Risk Management (3) 2003-02-18 2003-02-18 2003-02-18
- NEP-ECM: Econometrics (2) 2005-06-14 2005-08-13
- NEP-FDG: Financial Development and Growth (2) 2017-12-03 2021-05-31
- NEP-IFN: International Finance (2) 2003-02-18 2016-11-20
- NEP-INO: Innovation (2) 2017-12-03 2018-09-24
- NEP-MIC: Microeconomics (2) 1998-05-04 2013-09-26
- NEP-CWA: Central and Western Asia (1) 2021-05-31
- NEP-FLE: Financial Literacy and Education (1) 2017-12-03
- NEP-IAS: Insurance Economics (1) 2000-10-23
- NEP-MST: Market Microstructure (1) 2007-09-30
- NEP-ORE: Operations Research (1) 2014-03-22
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