Concepedia

Raman Uppal

RU

Statistics

Publications

66

Citations

10.5K

H-Index

39

Active since

1992

Affiliations

Ecole des Hautes Etudes Commerciales du Nord(Current)

Centre for Economic Policy Research

London Business School

University of British Columbia

Frankfurt School of Finance & Management

Raman Uppal is an author at Ecole des Hautes Etudes Commerciales du Nord specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsManagementAsset PricingFinancial EconomicsGlobal FinancePortfolio OptimizationEconomic AnalysisMacroeconomics

Publications per year

1992–2024

66

Publications

66

Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?

Victor DeMiguel, Lorenzo Garlappi, Raman Uppal · Review of Financial Studies · 2007 · 3.1K citations

A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms

Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales et al. · Management Science · 2009 · 1.1K citations

Mathematical Programming, Engineering, Asset Allocation +16

Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach

Lorenzo Garlappi, Raman Uppal, Tan Wang · Review of Financial Studies · 2006 · 708 citations

Model Misspecification and Underdiversification

Raman Uppal, Tan Wang · The Journal of Finance · 2003 · 491 citations

Model Refinement, Portfolio Management, Portfolio Choice +20

Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

Bernard Dumas, Alexander Kurshev, Raman Uppal · The Journal of Finance · 2009 · 445 citations

Equilibrium Portfolio Strategies, Asset Allocation, Portfolio Management +22

Rows per page

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