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The effect of introducing a non-redundant derivative on the volatility of stock-market returns when agents differ in risk aversion
Bhamra, Harjoat Singh; Uppal, Raman - In: The review of financial studies 22 (2009) 6, pp. 2303-2330
Persistent link: https://www.econbiz.de/10003866729
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The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh; Kuehn, Lars-Alexander; … - In: The review of financial studies 23 (2010) 2, pp. 645-703
Persistent link: https://www.econbiz.de/10003941680
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The aggregate dynamics of capital structure and macroeconomic risk
Bhamra, Harjoat Singh; Kuehn, Lars-Alexander; … - In: The review of financial studies 23 (2010) 12, pp. 4287-4241
Persistent link: https://www.econbiz.de/10008797665
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High inflation : low default risk and low equity valuations
Bhamra, Harjoat Singh; Dorion, Christian; Jeanneret, … - In: The review of financial studies 36 (2023) 3, pp. 1192-1252
Persistent link: https://www.econbiz.de/10014228801
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The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion
Bhamra, Harjoat S.; Uppal, Raman - In: The review of financial studies 22 (2013) 6, pp. 2303-2302
Persistent link: https://www.econbiz.de/10010114242
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The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion
Bhamra, Harjoat S.; Uppal, Raman - In: The review of financial studies 22 (2009) 6, pp. 2303-2330
Persistent link: https://www.econbiz.de/10008253672
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Global diversification, growth, and welfare with imperfectly integrated markets for goods
Dumas, Bernard; Uppal, Raman - In: The review of financial studies 14 (2001) 1, pp. 277-305
Persistent link: https://www.econbiz.de/10001543127
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Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor; Nogales, Francisco J.; Uppal, Raman - In: The review of financial studies 27 (2014) 4, pp. 1031-1073
Persistent link: https://www.econbiz.de/10010370827
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Optimal versus naive diversification : how inefficient is the 1/N portfolio strategy?
DeMiguel, Victor; Garlappi, Lorenzo; Uppal, Raman - In: The review of financial studies 22 (2009) 5, pp. 1915-1953
Persistent link: https://www.econbiz.de/10003886034
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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