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~subject:"Portfolio selection"
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Equilibrium Portfolio Strategi...
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Portfolio selection
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Uppal, Raman
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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
-
2007
Persistent link: https://www.econbiz.de/10003549572
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2
What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard J.
;
Kurshev, Alexander
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003294322
Saved in:
3
Where experience matters : asset allocation and asset pricing with opaque and illiquid assets
Buss, Adrian
;
Uppal, Raman
;
Vilkov, Grigory
-
2015
Persistent link: https://www.econbiz.de/10010495448
Saved in:
4
Does household finance matter? : small financial errors with large social costs
Bhamra, Harjoat Singh
;
Uppal, Raman
-
2017
Persistent link: https://www.econbiz.de/10011817171
Saved in:
5
Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor
;
Nogales, Francisco J.
;
Uppal, Raman
-
2013
Persistent link: https://www.econbiz.de/10009745642
Saved in:
6
Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2010
Persistent link: https://www.econbiz.de/10003948898
Saved in:
7
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
8
Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2005
Persistent link: https://www.econbiz.de/10003023172
Saved in:
9
How inefficient is the 1/N asset-allocation strategy?
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003025635
Saved in:
10
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat S.
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10002863179
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