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Raman Uppal

Global rank #2366 97%

Institution: Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.ramanuppal.com

First Publication: 1992

Most Recent: 2024

RePEc ID: pup16 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 0.00 0.00 1.34
Last 10 Years 1.01 1.68 0.00 0.00 7.37
All Time 1.01 12.74 7.88 0.00 37.37

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 21.71

Publications (24)

Year Article Journal Tier Authors
2024 A Multifactor Perspective on Volatility‐Managed Portfolios Journal of Finance A 3
2020 A Transaction-Cost Perspective on the Multitude of Firm Characteristics The Review of Financial Studies A 4
2019 Does Household Finance Matter? Small Financial Errors with Large Social Costs American Economic Review S 2
2016 The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis Journal of Monetary Economics A 4
2014 Asset Prices with Heterogeneity in Preferences and Beliefs The Review of Financial Studies A 2
2014 Stock Return Serial Dependence and Out-of-Sample Portfolio Performance The Review of Financial Studies A 3
2013 Improving Portfolio Selection Using Option-Implied Volatility and Skewness Journal of Financial and Quantitative Analysis B 4
2009 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 A 2
2009 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility Journal of Finance A 3
2009 Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? The Review of Financial Studies A 3
2007 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach The Review of Financial Studies A 3
2006 The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility Journal of Economic Dynamics and Control B 2
2004 The exchange rate and purchasing power parity: extending the theory and tests Journal of International Money and Finance B 3
2003 Model Misspecification and Underdiversification Journal of Finance A 2
2003 Exchange rate volatility and international trade: A general-equilibrium analysis European Economic Review B 2
2001 Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods. The Review of Financial Studies A 2
2000 Efficient Intertemporal Allocations with Recursive Utility Journal of Economic Theory A 3
1997 An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets. Journal of Finance A 2
1997 Sovereign debt and the London Club: A precommitment device for limiting punishment for default Journal of Banking & Finance B 2
1995 The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity. Journal of Finance A 3
1994 Leverage Constraints and the Optimal Hedging of Stock and Bond Options Journal of Financial and Quantitative Analysis B 2
1993 A General Equilibrium Model of International Portfolio Choice. Journal of Finance A 1
1993 Optimal Replication of Options with Transactions Costs and Trading Restrictions Journal of Financial and Quantitative Analysis B 3
1992 Deviations from purchasing power parity and capital flows Journal of International Money and Finance B 1