Discussion paper DP7686 Improving Portfolio Selection Using Option-Implied Volatility and Skewness Victor DeMiguel Yuliya Plyakha Raman Uppal Grigory Vilkov 14 Feb 2010 Financial Economics G11 G12 G13 G17
Discussion paper DP7687 Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification Phelim Boyle Lorenzo Garlappi Raman Uppal Tan Wang 14 Feb 2010 Financial Economics D81 G11 G12 G23
Discussion paper DP6455 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility Bernard Dumas Alexander Kurshev Raman Uppal 23 Sep 2007 Financial Economics C11 D58 D84 D91
Discussion paper DP5726 The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns Harjoat Singh Bhamra Raman Uppal 20 Jun 2006 Financial Economics G12 G13
Discussion paper DP5367 What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? Bernard Dumas Alexander Kurshev Raman Uppal 17 Nov 2005 Financial Economics G1
Discussion paper DP5142 How Inefficient is the 1/N Asset-Allocation Strategy? Lorenzo Garlappi Victor DeMiguel Raman Uppal 23 Jul 2005 Financial Economics G11
Discussion paper DP5148 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach Lorenzo Garlappi Raman Uppal Tan Wang 23 Jul 2005 Financial Economics D81 G11
Discussion paper DP5041 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach Lorenzo Garlappi Raman Uppal Tan Wang 23 May 2005 Financial Economics D81 G11
Discussion paper DP5020 The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility Harjoat Singh Bhamra Raman Uppal 23 Apr 2005 Financial Economics D81 D91 G11
Discussion paper DP3304 Model Misspecification and Under-Diversification Raman Uppal Tan Wang 20 Apr 2002 Financial Economics D81 G11
Discussion paper DP3305 Systemic Risk and International Portfolio Choice Sanjiv Ranjan Das Raman Uppal 20 Apr 2002 Financial Economics International Macroeconomics F31 G11 G15
Discussion paper DP3306 Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies Leonid Kogan Raman Uppal 20 Apr 2002 Financial Economics D52 G11 G12