Raman Uppal : Citation Profile

Groupe EDHEC (École de Hautes Études Commerciales du Nord)

22

H index

28

i10 index

3617

Citations

RESEARCH PRODUCTION:

29

Articles

39

Papers

2

Books

RESEARCH ACTIVITY:

   33 years (1992 - 2025). See details.
   Cites by year: 109
   Journals where Raman Uppal has often published
   Relations with other researchers
   Recent citing documents: 391.    Total self citations: 31 (0.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pup16
   Updated: 2026-05-02    RAS profile: 2025-08-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Raman Uppal.

Is cited by:

Coeurdacier, Nicolas (40)

Guidolin, Massimo (29)

Peel, David (29)

Caporin, Massimiliano (25)

Paya, Ivan (23)

Basak, Suleyman (22)

Santos, Andre (21)

Bec, Frédérique (18)

Wong, Wing-Keung (18)

Paterlini, Sandra (17)

Kapetanios, George (16)

Cites to:

Campbell, John (42)

merton, robert (32)

Epstein, Larry (26)

Dumas, Bernard (23)

Calvet, Laurent (20)

Constantinides, George (17)

Shleifer, Andrei (16)

Basak, Suleyman (15)

Weil, Philippe (15)

Wolf, Michael (14)

phalippou, ludovic (14)

Main data

Where Raman Uppal has published?

Journals with more than one article published# docs
The Review of Financial Studies7
Journal of Finance6
Journal of Financial and Quantitative Analysis3
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers22
NBER Working Papers / National Bureau of Economic Research, Inc5
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE2

Recent works citing Raman Uppal (2025 and 2024)

YearTitle of citing document
2025Shrink with Purpose: Optimal Covariance Matrix Estimation for Portfolio Selection. (2025). Vrins, Frdric ; Vanderveken, Rodolphe ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025002.

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2025Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick. In: Papers. RePEc:arx:papers:2103.16451.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2024). Zhang, Huacheng ; Lamoureux, Christopher G. In: Papers. RePEc:arx:papers:2104.12975.

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2025Mean-Covariance Robust Risk Measurement. (2023). Nguyen, Viet Anh ; Abadeh, Soroosh Shafieezadeh ; Kuhn, Daniel ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2112.09959.

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2024$\rho$-arbitrage and $\rho$-consistent pricing for star-shaped risk measures. (2024). Khan, Nazem ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2202.07610.

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2025Distributionally robust risk evaluation with a causality constraint and structural information. (2024). Han, Bingyan. In: Papers. RePEc:arx:papers:2203.10571.

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2024Diversification quotients: Quantifying diversification via risk measures. (2024). Han, Xia ; Wang, Ruodu ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2206.13679.

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2024Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning. (2024). Yan, Xing ; Ma, Wenxuan ; Sun, Chuting. In: Papers. RePEc:arx:papers:2301.07318.

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2024A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2024). Larr, Omar ; Su, Fernando ; Ram, Domingo ; Cifuentes, Arturo. In: Papers. RePEc:arx:papers:2302.02269.

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2024Uniform Pessimistic Risk and its Optimal Portfolio. (2024). Hong, Sungchul ; Jeon, Jong-June. In: Papers. RePEc:arx:papers:2303.07158.

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2025Ledoit-Wolf linear shrinkage with unknown mean. (2025). Oriol, Benoit ; Miot, Alexandre. In: Papers. RePEc:arx:papers:2304.07045.

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2025On strategies for risk management and decision making under uncertainty shared across multiple fields. (2025). Gutfraind, Alexander. In: Papers. RePEc:arx:papers:2309.03133.

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2025Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2024New approximate stochastic dominance approaches for Enhanced Indexation models. (2024). Puerto, Justo ; Cesarone, Francesco. In: Papers. RePEc:arx:papers:2401.12669.

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2024Sparse Portfolio Selection via Topological Data Analysis based Clustering. (2024). Pasricha, Puneet ; Filipovi, Damir ; Goel, Anubha. In: Papers. RePEc:arx:papers:2401.16920.

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2024Finding Near-Optimal Portfolios With Quality-Diversity. (2024). Djurasevi, Marko ; Jakobovic, Domagoj ; Gavsperov, Bruno. In: Papers. RePEc:arx:papers:2402.16118.

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2025Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints. (2024). Caner, Mehmet ; Li, Yingying ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2402.17523.

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2024The social value of overreaction to information. (2024). Bizzarri, Matteo ; D'Arienzo, Daniele. In: Papers. RePEc:arx:papers:2403.08532.

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2024Portfolio management using graph centralities: Review and comparison. (2024). Noferini, Vanni ; Vrontos, Spyridon ; Arslan, Bahar. In: Papers. RePEc:arx:papers:2404.00187.

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2024Autonomous Sparse Mean-CVaR Portfolio Optimization. (2024). Lai, Zhao-Rong ; Lin, Yizun ; Zhang, Yangyu. In: Papers. RePEc:arx:papers:2405.08047.

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2024Despite Absolute Information Advantages, All Investors Incur Welfare Loss. (2024). Liang, Zongxia ; Ye, QI. In: Papers. RePEc:arx:papers:2405.08822.

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2024Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578.

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2025Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms. (2025). Lam, Duy Khanh. In: Papers. RePEc:arx:papers:2406.13486.

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2024Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives. (2024). Rankin, Rufus ; Burman, Prabir ; Schneider, Matthew J ; Aue, Alexander. In: Papers. RePEc:arx:papers:2406.19105.

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2024Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. (2024). Shen, Yang ; Dominic, Len Patrick. In: Papers. RePEc:arx:papers:2407.02831.

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2024GraphCNNpred: A stock market indices prediction using a Graph based deep learning system. (2024). Jin, Yuhui. In: Papers. RePEc:arx:papers:2407.03760.

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2024Constructing an Investment Fund through Stock Clustering and Integer Programming. (2024). Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2407.05912.

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2024Covariance Matrix Analysis for Optimal Portfolio Selection. (2024). Shen, Lim Hao. In: Papers. RePEc:arx:papers:2407.08748.

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2024Regularizing stock return covariance matrices via multiple testing of correlations. (2024). Luger, Richard. In: Papers. RePEc:arx:papers:2407.09696.

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2025Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks. (2025). Korangi, Kamesh ; Bravo, Cristi'An ; Mues, Christophe. In: Papers. RePEc:arx:papers:2407.15532.

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2025Robust Comparative Statics with Misspecified Bayesian Learning. (2025). Ghosh, Aniruddha. In: Papers. RePEc:arx:papers:2407.17037.

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2024AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction. (2024). Ji, Taoran ; Wang, Shengkun ; Zhang, Min ; Almutairi, Mariam ; He, Jianfeng ; Lu, Chang-Tien. In: Papers. RePEc:arx:papers:2407.18324.

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2025Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information. (2024). Franccois, Pascal ; Gauthier, Genevieve ; Fr'ed'eric Godin, ; Octavio, Carlos. In: Papers. RePEc:arx:papers:2407.21138.

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2024A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level. (2024). Lai, Zhao-Rong ; He, Yongxin ; Lin, Yizun. In: Papers. RePEc:arx:papers:2409.13608.

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2024Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets. (2024). Yang, Yanrong ; Wu, Ruike ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2410.01826.

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2024Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios. (2024). Cotton, Peter. In: Papers. RePEc:arx:papers:2411.05807.

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2024Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy. (2024). Zhang, Terry ; Yang, Yanrong ; Lu, Yonghe. In: Papers. RePEc:arx:papers:2411.18830.

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2024Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets. (2024). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2412.09157.

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2024Geometric Deep Learning for Realized Covariance Matrix Forecasting. (2024). Zhang, Chao ; Palma, Michele ; Bucci, Andrea. In: Papers. RePEc:arx:papers:2412.09517.

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2024Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity. (2024). Kaushik, Shrinjay ; Prajapati, Utkarsh ; Shah, Harsh ; Kothari, Saumya. In: Papers. RePEc:arx:papers:2412.12576.

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2026Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. (2024). Yu, Xun ; Jia, Yanwei ; Huang, Yilie. In: Papers. RePEc:arx:papers:2412.16175.

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2025LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management. (2025). Xu, Jiahua ; Liu, Yang ; Tasca, Paolo ; Feng, Yebo ; Luo, Yichen. In: Papers. RePEc:arx:papers:2501.00826.

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2025Can optimal diversification beat the naive 1/N strategy in a highly correlated market? Empirical evidence from cryptocurrencies. (2025). Chen, Heming. In: Papers. RePEc:arx:papers:2501.12841.

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2025Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information. (2025). Zheng, Zeyu ; Zhou, Chunyang ; Hua, Cheng. In: Papers. RePEc:arx:papers:2501.17992.

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2025Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260.

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2025AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics. (2025). Yuksel, Kamer Ali ; Sawaf, Hassan. In: Papers. RePEc:arx:papers:2502.00029.

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2025Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization. (2025). Lee, Yongjae ; Zohren, Stefan ; Kong, Yaxuan ; Hwang, Yoontae. In: Papers. RePEc:arx:papers:2502.00828.

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2025A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization. (2025). Park, Minsu ; Lee, Yongjae ; Kim, Woo Chang ; Bae, Hyunglip ; Jeon, Haeun. In: Papers. RePEc:arx:papers:2502.11701.

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2025The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549.

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2025The Role of Deep Learning in Financial Asset Management: A Systematic Review. (2025). Reis, Pedro ; Serra, Ana Paula ; Gama, Joao. In: Papers. RePEc:arx:papers:2503.01591.

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2025Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach. (2025). Mograby, Gamal. In: Papers. RePEc:arx:papers:2503.12328.

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2025Dynamic Investment Strategies Through Market Classification and Volatility: A Machine Learning Approach. (2025). Seco, Luis ; Xie, Wenjia ; Li, Jinhui. In: Papers. RePEc:arx:papers:2504.02841.

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2026Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

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2025Latent Variable Estimation in Bayesian Black-Litterman Models. (2025). Hu, Jerry Yao-Chieh ; Lin, Peter ; Chiou, Paul W. In: Papers. RePEc:arx:papers:2505.02185.

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2025The bias of IID resampled backtests for rolling-window mean-variance portfolios. (2025). Paskaramoorthy, Andrew ; van Zyl, Terence ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2505.06383.

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2025A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection. (2025). Moka, Sarat ; Asimit, Vali ; Quiroz, Matias ; Muller, Samuel. In: Papers. RePEc:arx:papers:2505.10099.

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2025Deep Learning Enhanced Multivariate GARCH. (2025). Liu, Chen ; Wang, Haoyuan ; Tran, Minh-Ngoc. In: Papers. RePEc:arx:papers:2506.02796.

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2025Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling. (2025). Limmer, Yannick ; Buehler, Hans ; Horvath, Blanka ; Schmidt, Thorsten. In: Papers. RePEc:arx:papers:2506.07299.

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2025Covariance Matrix Estimation for Positively Correlated Assets. (2025). Liu, Weilong. In: Papers. RePEc:arx:papers:2507.01545.

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2025End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning. (2025). Mantegna, Rosario ; Manolakis, Efstratios ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2507.01918.

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2025Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks. (2025). Chang, Yen Jui ; Wang, Yun-Yuan ; Chen, Kuan-Cheng ; Liu, Chen-Yu. In: Papers. RePEc:arx:papers:2507.03963.

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2025Solving dynamic portfolio selection problems via score-based diffusion models. (2025). Bayraktar, Erhan ; Yuan, Fengyi ; Aghapour, Ahmad. In: Papers. RePEc:arx:papers:2507.09916.

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2025Homeownership as Life Cycle Goldmine: Evidence from Macrohistory. (2025). Li, Shize ; Shen, Jialu ; Bai, Yang. In: Papers. RePEc:arx:papers:2507.17624.

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2026Is Causality Necessary for Efficient Portfolios? A Computational Perspective on Predictive Validity and Model Misspecification. (2025). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2507.23138.

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2025Interpretable Factors of Firm Characteristics. (2025). Zhu, Yingzi ; Zhou, Guofu ; Jiao, Yuxiao. In: Papers. RePEc:arx:papers:2508.02253.

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2025Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy. (2025). Chakraborty, Biswarup. In: Papers. RePEc:arx:papers:2508.03704.

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2025Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach. (2025). Lee, Yongjae ; Tae, Inwoo ; Kim, Juchan. In: Papers. RePEc:arx:papers:2508.10776.

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2025Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986.

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2026Causal PDE-Control Models: A Structural Framework for Dynamic Portfolio Optimization. (2025). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2509.09585.

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2025Factor-Based Conditional Diffusion Model for Portfolio Optimization. (2025). Gao, Xuefeng ; He, Mengying. In: Papers. RePEc:arx:papers:2509.22088.

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2025FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.02986.

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2026Signature-Informed Transformer for Asset Allocation. (2025). Zohren, Stefan ; Hwang, Yoontae. In: Papers. RePEc:arx:papers:2510.03129.

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2025Signed network models for portfolio optimization. (2025). Adhikari, Bibhas. In: Papers. RePEc:arx:papers:2510.05377.

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2025Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty. (2025). Cha, Jinho ; Lee, Jaejin ; Cho, Jaeyoung ; le Hoa, Thi ; Pham, Long. In: Papers. RePEc:arx:papers:2510.06986.

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2025RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets. (2025). Zhang, Yiyao ; Goel, Diksha ; Szabo, Claudia ; Ahmad, Hussain. In: Papers. RePEc:arx:papers:2510.14986.

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2025Selection Confidence Sets for Equally Weighted Portfolios. (2025). Ferrari, Davide ; Fulci, Alessandro ; Paterlini, Sandra. In: Papers. RePEc:arx:papers:2510.14988.

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2025Tailoring Portfolio Choice via Quantile-Targeted Policies. (2025). Baruník, Jozef ; Sarkany, Attila ; Janasek, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2510.19271.

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2025Revisiting the Structure of Trend Premia: When Diversification Hides Redundancy. (2025). Setrouk, Ethan ; Jacquot, Thomas ; Etienne, Alban ; Ohana, Jean-Jacques ; Benhamou, Eric ; Guez, B'Eatrice. In: Papers. RePEc:arx:papers:2510.23150.

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2025Robust mean-field control under common noise uncertainty. (2025). Lauriere, Mathieu ; Neufeld, Ariel ; Park, Kyunghyun. In: Papers. RePEc:arx:papers:2511.04515.

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2025Long-run survival in limited stock market participation models with power utilities. (2025). Larsen, Kasper ; Kwon, Heeyoung. In: Papers. RePEc:arx:papers:2512.14680.

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2026Class of topological portfolios: Are they better than classical portfolios?. (2026). Kanniainen, Juho ; Goel, Anubha ; Sharma, Amita. In: Papers. RePEc:arx:papers:2601.03974.

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2026Sustainable Investment: ESG Impacts on Large Portfolio. (2026). Yang, Yanrong ; Lu, Yonghe ; Wu, Ruike. In: Papers. RePEc:arx:papers:2602.14439.

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2026Entropy Regularization under Bayesian Drift Uncertainty. (2026). Au, Andy. In: Papers. RePEc:arx:papers:2602.16862.

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2026Bayesian Parametric Portfolio Policies. (2026). Herculano, Miguel C. In: Papers. RePEc:arx:papers:2602.21173.

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2026The Gibbs Posterior and Parametric Portfolio Choice. (2026). Lamoureux, Christopher G. In: Papers. RePEc:arx:papers:2603.02455.

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2026When Alpha Breaks: Two-Level Uncertainty for Safe Deployment of Cross-Sectional Stock Rankers. (2026). Sanderink, Ursina. In: Papers. RePEc:arx:papers:2603.13252.

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2026Some general results on risk budgeting portfolios. (2026). Uberti, Pierpaolo ; Fassino, Claudia. In: Papers. RePEc:arx:papers:2603.15511.

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2026P vs NP Problem in Portfolio Optimization: Integrating the Markowitz-CAPM Framework with Cardinality Constraints and Black-Scholes Derivative Pricing. (2026). Gondauri, Davit. In: Papers. RePEc:arx:papers:2603.15652.

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2026Bridging Stochastic Control and Deep Hedging: Structural Priors for No-Transaction Band Networks. (2026). Lehdili, Noureddine ; Arzel, Jules. In: Papers. RePEc:arx:papers:2603.29994.

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2026The Self Driving Portfolio: Agentic Architecture for Institutional Asset Management. (2026). Kim, Andrey ; Azimbayev, Nazym ; Ang, Andrew. In: Papers. RePEc:arx:papers:2604.02279.

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2026The Co-Pricing Factor Zoo. (2026). Mueller, Philippe ; Julliard, Christian ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.04430.

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2025How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241.

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2025Sector-Level Out-of-Sample Performance of the Naive and Sharpe Portfolios Using a Covid-Correction Breakpoint. (2025). Haley, Ryan M. In: Financial Economics Letters. RePEc:bba:j00007:v:4:y:2025:i:1:p:31-36:d:431.

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2025Risk€“Return Efficiency in Emerging Dual Financial Markets: A Comparative Study of Markowitz Mean€“Variance and Sharpe Single-Index Portfolio Models in Malaysia. (2025). Hadi, Muhammad Abd ; Hussain, Nordianah Jusoh ; Talib, Adi Hakim ; Ahmad, Nurul Ainun ; Zaki, Bushra Mohd ; Nik, Nik Rozila. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:2934-2948.

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2025Bibliometric analysis of portfolio diversification focusing on alternative investments. (2025). Merdzan, Gunter ; Gockov, Gjorgji ; Hristovski, Goran. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:245:p:171-202.

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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024Risk Budgeting portfolios: Existence and computation. (2024). Guéant, Olivier ; Cetingoz, Adil Rengim ; Guant, Olivier ; Fermanian, Jeandavid. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:896-924.

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2024Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741.

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2025Start-to-Low Drawdown as a Risk Measure and its Application to Portfolio Optimization for Levered Investors under Solvency Regimes. (2025). Maringer, Dietmar ; Sthli, Philipp. In: Working papers. RePEc:bsl:wpaper:2025/07.

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2024Pandemic Tail Risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:714.

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More than 100 citations found, this list is not complete...

Works by Raman Uppal:

YearTitleTypeCited
2019Does Household Finance Matter? Small Financial Errors with Large Social Costs In: American Economic Review.
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2017Does Household Finance Matter? Small Financial Errors with Large Social Costs.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 18		paper
1993 A General Equilibrium Model of International Portfolio Choice. In: Journal of Finance.
[Full Text][Citation analysis]		article153
1995 The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity. In: Journal of Finance.
[Full Text][Citation analysis]		article298
1997 An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article33
2003Model Misspecification and Underdiversification In: Journal of Finance.
[Full Text][Citation analysis]		article202
2002Model Misspecification and Under-Diversification.(2002) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 202		paper
2009Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility In: Journal of Finance.
[Full Text][Citation analysis]		article193
2007Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility.(2007) In: Swiss Finance Institute Research Paper Series.
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2007Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility.(2007) In: CEPR Discussion Papers.
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2007Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 193		paper
2024A Multifactor Perspective on Volatility‐Managed Portfolios In: Journal of Finance.
[Full Text][Citation analysis]		article4
2016The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper20
2016The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis.(2016) In: Journal of Monetary Economics.
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2016The intended and unintended consequences of financial-market regulations: A general equilibrium analysis.(2016) In: SAFE Working Paper Series.
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2006What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? In: Swiss Finance Institute Research Paper Series.
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2005What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?.(2005) In: CEPR Discussion Papers.
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2005What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?.(2005) In: NBER Working Papers.
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2015Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets In: CEPR Discussion Papers.
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2017Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy? In: CEPR Discussion Papers.
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2016Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?.(2016) In: 2016 Meeting Papers.
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2017Financial Innovation and Asset Prices In: CEPR Discussion Papers.
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2017A Portfolio Perspective on the Multitude of Firm Characteristics In: CEPR Discussion Papers.
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2018The Implications of Financial Innovation for Capital Markets and Household Welfare In: CEPR Discussion Papers.
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2020Investor Sophistication and Portfolio Dynamics In: CEPR Discussion Papers.
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2002Systemic Risk and International Portfolio Choice In: CEPR Discussion Papers.
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2002Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper47
2000Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies.(2000) In: Rodney L. White Center for Financial Research Working Papers.
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2001Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies.(2001) In: NBER Working Papers.
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2002The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests In: CEPR Discussion Papers.
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2004The exchange rate and purchasing power parity: extending the theory and tests.(2004) In: Journal of International Money and Finance.
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2005The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2006The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility.(2006) In: Journal of Economic Dynamics and Control.
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2005Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper318
2005Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach.(2005) In: CEPR Discussion Papers.
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2004Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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2007Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach.(2007) In: The Review of Financial Studies.
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2005How Inefficient is the 1/N Asset-Allocation Strategy? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2006The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2010Improving Portfolio Selection Using Option-Implied Volatility and Skewness In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper123
2013Improving Portfolio Selection Using Option-Implied Volatility and Skewness.(2013) In: Journal of Financial and Quantitative Analysis.
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This paper has nother version. Agregated cites: 123		article
2010Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper94
2012Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification.(2012) In: Management Science.
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2013Stock Return Serial Dependence and Out-of-Sample Portfolio Performance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper61
2014Stock Return Serial Dependence and Out-of-Sample Portfolio Performance.(2014) In: The Review of Financial Studies.
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2013Asset Prices with Heterogeneity in Preferences and Beliefs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper111
2014Asset Prices with Heterogeneity in Preferences and Beliefs.(2014) In: The Review of Financial Studies.
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2013Asset Prices with Heterogeneity in Preferences and Beliefs.(2013) In: 2013 Meeting Papers.
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2006Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes In: Cambridge Books.
[Citation analysis]		book28
2000Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes.(2000) In: Cambridge Books.
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This paper has nother version. Agregated cites: 28		book
1993Optimal Replication of Options with Transactions Costs and Trading Restrictions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article76
1994Leverage Constraints and the Optimal Hedging of Stock and Bond Options In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article15
2003Exchange rate volatility and international trade: A general-equilibrium analysis In: European Economic Review.
[Full Text][Citation analysis]		article25
1997Sovereign debt and the London Club: A precommitment device for limiting punishment for default In: Journal of Banking & Finance.
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2000Efficient Intertemporal Allocations with Recursive Utility In: Journal of Economic Theory.
[Full Text][Citation analysis]		article27
1997Efficient Intertemporal Allocations with Recursive Utility.(1997) In: Working Papers.
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This paper has nother version. Agregated cites: 27		paper
1998Efficient Intertemporal Allocations with Recursive Utility.(1998) In: NBER Technical Working Papers.
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This paper has nother version. Agregated cites: 27		paper
1992Deviations from purchasing power parity and capital flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
1996Valuing risk and flexibility : A comparison of methods In: Resources Policy.
[Full Text][Citation analysis]		article22
1996Valuing Risk and Flexibility: A Comparison of Methods..(1996) In: G.R.E.Q.A.M..
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2005Portfolio Investment with the Exact Tax Basis via Nonlinear Programming In: Management Science.
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2009A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms In: Management Science.
[Full Text][Citation analysis]		article407
2025Can Competition Increase Profits in Factor Investing? In: Management Science.
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1996The Equilibrium Approach to Exchange Rates: Theory and Tests In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
1999Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods In: NBER Working Papers.
[Full Text][Citation analysis]		paper20
2001Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods..(2001) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 20		article
2009Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article1102
2009The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion In: The Review of Financial Studies.
[Full Text][Citation analysis]		article45
2020A Transaction-Cost Perspective on the Multitude of Firm Characteristics In: The Review of Financial Studies.
[Full Text][Citation analysis]		article52
2015Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper13

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