UPPAL Raman, PhD

Professor

Speciality : Finance
Expertise(s) : Financial risks management

EDHEC Business School
10 Fleet Place, Ludgate
London EC4M 7RB - England
Tel.: +44 (0)20 3009 3480
Fax: +44 (0)20 3009 3481

Main academic publications

The Review of Financial Studies (2007 ; 2009), Management Science (2009 ; 2012 ; 2013), Journal of Finance (1995 ; 2009), Mathematics and Financial Economics (2007), Journal of Economic Dynamics and Control (2006), Journal of International Money and Finance (2004), European Economic Review (2003), Journal of Economic Theory (2000), Journal of International Financial Markets, Institutions and Money (1995), Journal of Multinational Financial Management (1995), Journal of Banking and Finance (1997), Journal of Financial and Quantitative Analysis (1993 ; 1994 ; 2013), Managerial Finance (1994), Journal of International Financial Management and Accounting (1992)

Documents to download

Pdf
CV UPPAL Raman...
(328.14 KB)

Publications

In this paper, we study asset allocation and asset pricing in a general-equilibrium model with liquid assets...

To answer this question we first show that, with monthly rebalancing, an equal-weighted portfolio...

The regulatory measures we study are the Tobin tax, shortsale constraints, and leverage constraints. The...

Journal of Financial and Quantitative Analysis, Volume 48, N°6, 2014, pp1-33.

Review of Financial Studies, Volume 27, Issue 2, February 2014, pp519-580.

Review of Financial Studies, Volume 27, Issue 2, February 2014, pp1-43.

To do this, they first show that a vector-autoregressive (VAR) model estimated with ridge regression...

The agents in our model have Epstein-Zin-Weil utility functions and can be heterogeneous with respect to...

This tax is motivated by the view that the excess volatility in financial markets is the result of trading...

We solve in closed form for the following quantities: optimal consumption and portfolio policies of...

Portfolio performance is measured in terms of four metrics: volatility, Sharpe ratio, certainty-equivalent...

We rely on the concepts of ambiguity and ambiguity aversion to formalize the idea of an investor's "...

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