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Raman Uppal

EDHEC Business School

Professor

58 rue du Port

Lille, 59046

France

Centre for Economic Policy Research (CEPR)

Fellow

90-98 Goswell Road

London, EC1V 7RR

United Kingdom

  • EDHEC Business School

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SCHOLARLY PAPERS

34

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18,754

CITATIONS
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427

Scholarly Papers (34)

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1.

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

Downloads 3,005 ( 2,709)
Citation 13

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

Number of pages: 45 Posted: 16 Sep 2009 Last Revised: 18 Jun 2012
Victor DeMiguel, Yuliya Plyakha, Raman Uppal and Grigory Vilkov
London Business School, Universite du Luxembourg - School of Finance, EDHEC Business School and Frankfurt School of Finance & Management
Downloads 2,990 (2,667)
Citation 12

Abstract:

mean variance, option-implied volatility, variance risk premium, option-implied skewness, portfolio optimization

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

CEPR Discussion Paper No. DP7686
Number of pages: 49 Posted: 01 Mar 2010
Victor DeMiguel, Yuliya Plyakha, Raman Uppal and Grigory Vilkov
London Business School, Universite du Luxembourg - School of Finance, EDHEC Business School and Frankfurt School of Finance & Management
Downloads 15 (485,213)
Citation 13

Abstract:

mean-variance, option-implied skewness, option-implied volatility, portfolio optimization, variance risk premium

2.

1/N

Downloads 2,729 ( 3,221)
Citation 14

1/N

EFA 2006 Zurich Meetings
Number of pages: 54 Posted: 23 Jun 2006
Victor DeMiguel, Lorenzo Garlappi and Raman Uppal
London Business School, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School
Downloads 1,626 (7,721)
Citation 14

Abstract:

Portfolio choice, asset allocation, investment management

How Inefficient are Simple Asset-Allocation Strategies?

Number of pages: 77 Posted: 03 Mar 2005
Lorenzo Garlappi, Victor DeMiguel and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business, London Business School and EDHEC Business School
Downloads 1,103 (14,305)
Citation 7

Abstract:

Portfolio choice, asset allocation, investment management

3.

Equal or Value Weighting? Implications for Asset-Pricing Tests

Number of pages: 64 Posted: 21 Mar 2011 Last Revised: 29 Jan 2016
Yuliya Plyakha, Raman Uppal and Grigory Vilkov
Universite du Luxembourg - School of Finance, EDHEC Business School and Frankfurt School of Finance & Management
Downloads 2,638 (1,977)
Citation 1

Abstract:

empirical asset pricing, factor models, systematic risk, alpha, idiosyncratic volatility

4.

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

Downloads 1,083 ( 15,036)
Citation 7

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

AFA 2011 Denver Meetings Paper
Number of pages: 71 Posted: 17 Mar 2010 Last Revised: 14 Nov 2013
Victor DeMiguel, Francisco J. Nogales and Raman Uppal
London Business School, Universidad Carlos III de Madrid - Department of Statistics and EDHEC Business School
Downloads 1,081 (14,787)
Citation 7

Abstract:

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

CEPR Discussion Paper No. DP9456
Number of pages: 64 Posted: 02 May 2013
Victor DeMiguel, Francisco J. Nogales and Raman Uppal
London Business School, Universidad Carlos III de Madrid - Department of Statistics and EDHEC Business School
Downloads 2 (557,860)
Citation 7

Abstract:

out-of-sample performance, portfolio choice, Serial dependence, vector autoregression

5.

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?

Downloads 1,037 ( 16,063)
Citation 66

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?

Swiss Finance Institute Research Paper No. 06-19, AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 10 Mar 2006
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 586 (35,778)
Citation 16

Abstract:

Dynamic portfolio choice, excess volatility, general equilibrium

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

Swiss Finance Institute Research Paper No. 07-37
Number of pages: 54 Posted: 11 Dec 2007
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 352 (67,702)
Citation 63

Abstract:

Bayesian behavior, financial-market equilibrium, excess volatility, risk premia

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?

NBER Working Paper No. w11803
Number of pages: 47 Posted: 22 Jan 2006
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 39 (366,566)
Citation 16

Abstract:

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?

CEPR Discussion Paper No. 5367
Number of pages: 49 Posted: 13 Feb 2006
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 29 (407,780)
Citation 16

Abstract:

Behavioural equilibrium theory, non-Bayesian behaviour, portfolio choice

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

NBER Working Paper No. w13401
Number of pages: 51 Posted: 14 Sep 2007
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 28 (412,545)
Citation 63

Abstract:

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

CEPR Discussion Paper No. DP6455
Number of pages: 53 Posted: 30 May 2008
Bernard Dumas, Alexander Kurshev and Raman Uppal
INSEAD, London Business School and EDHEC Business School
Downloads 3 (550,332)
Citation 63

Abstract:

Bayesian behaviour, excess volatility, financial-market equilibrium, risk premia

6.

Systemic Risk and International Portfolio Choice

Downloads 866 ( 21,045)
Citation 70

Systemic Risk and International Portfolio Choice

AFA 2003 Washington, DC Meetings
Number of pages: 55 Posted: 30 Nov 2002
Sanjiv Ranjan Das and Raman Uppal
Santa Clara University - Leavey School of Business and EDHEC Business School
Downloads 837 (21,730)
Citation 70

Abstract:

asset allocation, contagion, emerging markets, skewness, jump-diffusion processes

Systemic Risk and International Portfolio Choice

CEPR Discussion Paper No. 3305
Number of pages: 59 Posted: 14 May 2002
Sanjiv Ranjan Das and Raman Uppal
Santa Clara University - Leavey School of Business and EDHEC Business School
Downloads 29 (407,780)
Citation 70

Abstract:

Asset allocation, contagion, emerging markets, skewness, jump-diffusion processes

7.

Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification

Downloads 824 ( 22,638)
Citation 18

Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification

AFA 2010 Atlanta Meetings Paper
Number of pages: 44 Posted: 19 Mar 2009 Last Revised: 16 Sep 2009
Phelim P. Boyle, Lorenzo Garlappi, Raman Uppal and Tan Wang
Wilfrid Laurier University - School of Business & Economics, University of British Columbia (UBC) - Sauder School of Business, EDHEC Business School and University of British Columbia (UBC) - Division of Finance
Downloads 471 (47,496)
Citation 17

Abstract:

Investment, portfolio choice, ambiguity, robust control

Keynes Meets Markowitz: The Tradeoff between Familiarity and Diversification

EFA 2009 Bergen Meetings Paper
Number of pages: 44 Posted: 16 Feb 2009 Last Revised: 16 Sep 2009
Phelim P. Boyle, Lorenzo Garlappi, Raman Uppal and Tan Wang
Wilfrid Laurier University - School of Business & Economics, University of British Columbia (UBC) - Sauder School of Business, EDHEC Business School and University of British Columbia (UBC) - Division of Finance
Downloads 346 (69,097)
Citation 17

Abstract:

Investment, portfolio choice, ambiguity, robust control

Keynes Meets Markowitz: The Trade-Off between Familiarity and Diversification

CEPR Discussion Paper No. DP7687
Number of pages: 45 Posted: 01 Mar 2010
Phelim P. Boyle, Lorenzo Garlappi, Raman Uppal and Tan Wang
Wilfrid Laurier University - School of Business & Economics, University of British Columbia (UBC) - Sauder School of Business, EDHEC Business School and University of British Columbia (UBC) - Division of Finance
Downloads 7 (529,956)
Citation 18

Abstract:

ambiguity, diversification, investment, portfolio choice, robust control

8.

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

Downloads 782 ( 24,403)
Citation 43

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

EFA 0278
Number of pages: 63 Posted: 24 Aug 2000
Leonid Kogan and Raman Uppal
Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School
Downloads 687 (28,815)
Citation 43

Abstract:

Asset allocation, stochastic investment opportunities, incomplete markets, borrowing constraints, asymptotic analysis

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

NBER Working Paper No. w8609
Number of pages: 36 Posted: 17 Nov 2001
Leonid Kogan and Raman Uppal
Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School
Downloads 69 (279,828)
Citation 43

Abstract:

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

CEPR Discussion Paper No. 3306
Number of pages: 39 Posted: 16 May 2002
Leonid Kogan and Raman Uppal
Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School
Downloads 26 (422,708)
Citation 43

Abstract:

Asset allocation, stochastic investment opportunities, incomplete markets, borrowing constraints, asymptotic analysis

9.

Asset Prices with Heterogeneity in Preferences and Beliefs

Downloads 525 ( 41,868)
Citation 15

Asset Prices with Heterogeneity in Preferences and Beliefs

AFA 2010 Atlanta Meetings Paper
Number of pages: 71 Posted: 19 Mar 2009 Last Revised: 08 Jan 2015
Harjoat Singh Bhamra and Raman Uppal
Imperial College Business School and EDHEC Business School
Downloads 520 (41,844)
Citation 15

Abstract:

heterogeneity, general equilibrium, stationarity, equity risk premium, volatility

Asset Prices with Heterogeneity in Preferences and Beliefs

CEPR Discussion Paper No. DP9459
Number of pages: 78 Posted: 08 May 2013
Harjoat Singh Bhamra and Raman Uppal
Imperial College Business School and EDHEC Business School
Downloads 5 (540,024)
Citation 15

Abstract:

Asset Pricing, General Equilibrium

10.

Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach

Downloads 522 ( 42,157)
Citation 78

Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach

EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper
Number of pages: 52 Posted: 24 Feb 2005
Lorenzo Garlappi, Tan Wang and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Downloads 498 (44,249)
Citation 78

Abstract:

Portfolio choice, asset allocation, estimation

Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach

CEPR Discussion Paper No. 5148
Number of pages: 47 Posted: 17 Aug 2005
Lorenzo Garlappi, Tan Wang and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Downloads 24 (433,454)
Citation 78

Abstract:

Portfolio choice, asset allocation, estimation error, uncertainty, ambiguity, robustness

Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach

The Review of Financial Studies, Vol. 20, Issue 1, pp. 41-81, 2007
Posted: 29 Feb 2008
Lorenzo Garlappi, Tan Wang and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Division of Finance and EDHEC Business School

Abstract:

11.

Model Misspecification and Under-Diversification

Downloads 429 ( 53,890)
Citation 23

Model Misspecification and Under-Diversification

EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper
Number of pages: 31 Posted: 16 Dec 2001
Tan Wang and Raman Uppal
University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Downloads 409 (56,570)
Citation 23

Abstract:

Model Misspecification and Under-Diversification

CEPR Discussion Paper No. 3304
Number of pages: 33 Posted: 09 May 2002
Tan Wang and Raman Uppal
University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Downloads 20 (456,361)
Citation 23

Abstract:

Portfolio choice, uncertainty, ambiguity, robust control

12.

Non-Redundant Derivatives in a Dynamic General Equilibrium Economy

London Business School Working Paper; EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper
Number of pages: 53 Posted: 20 Mar 2002
Harjoat Singh Bhamra, Leonid Kogan and Raman Uppal
Imperial College Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School
Downloads 332 (71,596)

Abstract:

Asset pricing, derivative valuation, portfolio choice, incomplete markets

13.

The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis

Downloads 329 ( 73,899)

The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis

INSEAD Working Paper No. 2016/29/FIN
Number of pages: 49 Posted: 25 Jan 2016 Last Revised: 05 May 2016
Adrian Buss, Bernard Dumas, Raman Uppal and Grigory Vilkov
INSEAD, INSEAD, EDHEC Business School and Frankfurt School of Finance & Management
Downloads 279 (88,334)

Abstract:

Tobin tax, borrowing constraints, short-sale constraints, stock market volatility, incomplete markets, differences of opinion

The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis

SAFE Working Paper No. 124
Number of pages: 59 Posted: 17 Nov 2016
Adrian Buss, Bernard Dumas, Raman Uppal and Grigory Vilkov
INSEAD, INSEAD, EDHEC Business School and Frankfurt School of Finance & Management
Downloads 50 (330,049)

Abstract:

Tobin tax, borrowing constraints, short-sale constraints, stock market volatility, incomplete markets, differences of opinion

14.

The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns

Downloads 315 ( 77,527)
Citation 20

The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns

Sauder School of Business Working Paper, AFA 2007 Chicago Meetings Paper
Number of pages: 40 Posted: 15 Mar 2006
Harjoat Singh Bhamra and Raman Uppal
Imperial College Business School and EDHEC Business School
Downloads 301 (80,999)
Citation 20

Abstract:

Excess volatility, general equilibrium, heterogeneous agents, prudence

The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns

CEPR Discussion Paper No. 5726
Number of pages: 30 Posted: 16 Aug 2006
Harjoat Singh Bhamra and Raman Uppal
Imperial College Business School and EDHEC Business School
Downloads 14 (491,118)
Citation 20

Abstract:

General equilibrium, options, volatility, risk-sharing

15.

The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choice with Recursive Utility

Downloads 304 ( 80,624)
Citation 6

The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choice with Recursive Utility

EFA 2003 Annual Conference Paper No. 267, Sauder School of Business Working Paper
Number of pages: 28 Posted: 21 Jul 2003
Harjoat Singh Bhamra and Raman Uppal
Imperial College Business School and EDHEC Business School
Downloads 279 (88,334)
Citation 6

Abstract:

Intertemporal optimization and decision making

The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choice with Recursive Utility

CEPR Discussion Paper No. 5020
Number of pages: 32 Posted: 24 Aug 2005
Harjoat Singh Bhamra and Raman Uppal
Imperial College Business School and EDHEC Business School
Downloads 25 (427,985)
Citation 6

Abstract:

Intertemporal optimization, decision making

16.

Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets

Downloads 287 ( 86,061)
Citation 1

Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets

Number of pages: 59 Posted: 15 Dec 2014 Last Revised: 12 Feb 2015
Adrian Buss, Raman Uppal and Grigory Vilkov
INSEAD, EDHEC Business School and Frankfurt School of Finance & Management
Downloads 287 (85,607)
Citation 1

Abstract:

portfolio choice, alternative assets, private equity, transaction costs, heterogeneous beliefs, incomplete markets

Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets

CEPR Discussion Paper No. DP10437
Number of pages: 61 Posted: 24 Feb 2015
Adrian Buss, Raman Uppal and Grigory Vilkov
INSEAD, EDHEC Business School and Frankfurt School of Finance & Management
Downloads 0
Citation 1

Abstract:

alternative assets, heterogeneous beliefs, incomplete markets, portfolio choice, private equity, transaction costs

17.

Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs

Downloads 241 (103,762)

Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs

INSEAD Working Paper No. 2014/01/FIN
Number of pages: 59 Posted: 12 Dec 2013
Adrian Buss, Raman Uppal and Grigory Vilkov
INSEAD, EDHEC Business School and Frankfurt School of Finance & Management
Downloads 142 (169,415)

Abstract:

Liquidity premium, incomplete markets, portfolio choice, heterogeneous agents, general equilibrium

Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs

SAFE Working Paper No. 41
Number of pages: 60 Posted: 18 Feb 2014
Adrian Buss, Raman Uppal and Grigory Vilkov
INSEAD, EDHEC Business School and Frankfurt School of Finance & Management
Downloads 99 (223,043)

Abstract:

liquidity premium, incomplete markets, portfolio choice, heterogeneous agents

18.

Portfolio Investment with the Exact Tax Basis via Nonlinear Programming

EFA 2004 Maastricht Meetings Paper No. 1599
Number of pages: 47 Posted: 01 Jul 2004
Victor DeMiguel and Raman Uppal
London Business School and EDHEC Business School
Downloads 171 (136,987)
Citation 16

Abstract:

Portfolio choice, capital gains tax, optimization, nonlinear programming

19.

How Inefficient is the 1/N Asset-Allocation Strategy?

CEPR Discussion Paper No. 5142
Number of pages: 64 Posted: 17 Aug 2005
Victor DeMiguel, Lorenzo Garlappi and Raman Uppal
London Business School, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School
Downloads 42 (349,237)
Citation 5

Abstract:

Portfolio choice, asset allocation, investment management

20.

Efficient Intertemporal Allocations with Recursive Utility

NBER Working Paper No. t0231
Number of pages: 33 Posted: 26 Aug 2000
Bernard Dumas, Tan Wang and Raman Uppal
INSEAD, University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Downloads 39 (342,853)
Citation 12

Abstract:

21.

The Equilibrium Approach to Exchange Rates: Theory and Tests

NBER Working Paper No. w5748
Number of pages: 44 Posted: 07 Nov 1996
Prakash Apte, Piet Sercu and Raman Uppal
Indian Institute of Management, Bangalore, FEB at KU Leuven and EDHEC Business School
Downloads 35 (355,799)
Citation 1

Abstract:

22.

Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods

NBER Working Paper No. w6994
Number of pages: 34 Posted: 07 Apr 1999
Bernard Dumas and Raman Uppal
INSEAD and EDHEC Business School
Downloads 22 (430,924)
Citation 11

Abstract:

23.

The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests

CEPR Discussion Paper No. 3343
Number of pages: 25 Posted: 04 Jun 2002
Prakash Apte, Piet Sercu and Raman Uppal
Indian Institute of Management, Bangalore, FEB at KU Leuven and EDHEC Business School
Downloads 21 (436,052)
Citation 6

Abstract:

General equilibrium, purchasing power parity, regression tests

24.

A Portfolio Perspective on the Multitude of Firm Characteristics

Number of pages: 75 Posted: 08 Feb 2017
Victor DeMiguel, Alberto Martin-Utrera, Francisco J. Nogales and Raman Uppal
London Business School, Lancaster University Management School, Universidad Carlos III de Madrid - Department of Statistics and EDHEC Business School
Downloads 0 (46,434)

Abstract:

anomalies, risk, transaction costs, out of sample performance

25.

Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?

Number of pages: 56 Posted: 04 Jan 2017
Harjoat Singh Bhamra and Raman Uppal
Imperial College Business School and EDHEC Business School
Downloads 0 (316,112)

Abstract:

behavioral finance, ambiguity aversion, underdiversification, aggregate growth, investment

26.

Why Do Equal-Weighted Portfolios Outperform Value-Weighted Portfolios?

Number of pages: 41 Posted: 29 Jan 2016
Yuliya Plyakha, Raman Uppal and Grigory Vilkov
Universite du Luxembourg - School of Finance, EDHEC Business School and Frankfurt School of Finance & Management
Downloads 0 (111,763)

Abstract:

stock index, systematic risk, idiosyncratic risk, factor models, contrarian, trend following

27.

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

Number of pages: 63 Posted: 27 Jan 2016
Harjoat Singh Bhamra and Raman Uppal
Imperial College Business School and EDHEC Business School
Downloads 0 (162,416)

Abstract:

Portfolio choice, underdiversification, familiarity bias, growth, social welfare

28.

Portfolio Choice with Model Misspecification: A Foundation for Alpha and Beta Portfolios

Number of pages: 92 Posted: 03 Dec 2015 Last Revised: 12 Jul 2016
Raman Uppal and Paolo Zaffaroni
EDHEC Business School and Imperial College Business School
Downloads 0 (80,046)

Abstract:

Active and passive portfolios, pricing errors, managerial skill, factor models, mean-variance portfolio, global-minimum-variance portfolio, estimation error, robust estimation

29.

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, Vol. 22, Issue 6, pp. 2303-2330, 2009
Posted: 01 Jun 2009
Harjoat Singh Bhamra and Raman Uppal
Imperial College Business School and EDHEC Business School

Abstract:

G12, D51, D52, D91

30.

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

The Review of Financial Studies, Vol. 22, Issue 5, pp. 1915-1953, 2009
Posted: 13 Apr 2009
Victor DeMiguel, Lorenzo Garlappi and Raman Uppal
London Business School, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School

Abstract:

G11

31.

A Test of Uncovered Interest Rate Parity in Segmented International Commodity Markets

Posted: 31 Dec 1998
Burton Hollifield and Raman Uppal
Carnegie Mellon University - David A. Tepper School of Business and EDHEC Business School

Abstract:

32.

Leverage Constraints and the Optimal Hedging of Stock and Bond Options

J of Financial and Quantitative Analysis, Vol. 29, No. 2, June 1994
Posted: 20 Dec 1998
Vasant Naik and Raman Uppal
Lehman Brothers International, Europe and EDHEC Business School

Abstract:

33.

Index-Induced Errors and Purchasing Power Parity: Bounding the Possible Bias

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY, Vol 5 (2/3) 1995
Posted: 24 Aug 1998
Sandra Betton, Maurice D. Levi and Raman Uppal
Concordia University, Quebec - Department of Finance, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School

Abstract:

34.

The Exchange Rate in the Presence of Transactions Costs: Implications for Tests of Purchasing Power Parity

JOURNAL OF FINANCE, Vol 50 No 4, September 1995
Posted: 15 Jul 1998
Piet Sercu, Cynthia Van Hulle and Raman Uppal
FEB at KU Leuven, KU Leuven - Department of Applied Economics and EDHEC Business School

Abstract:

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