Items where Author is "Uppal, R"

DeMiguel, V, Uppal, R and Garlappi, L (2009) Optimal versus naive diversification: how inefficient is the 1/N portfolio strategy? Review of Financial Studies, 22 (5). pp. 1915-1953. ISSN 0893-9454

Dumas, B, Kurshev, A and Uppal, R (2007) Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility. Working Paper. London Business School IFA Working Paper.

Boyle, P, Uppal, R and Wang, T (2003) Ambiguity aversion and the puzzle of own-company stock in pension plans. Working Paper. London Business School IFA Working Paper.

Kogan, L, Makarov, I and Uppal, R (2003) Equity risk premium and the riskfree rate in an economy with borrowing constraints. Working Paper. London Business School IFA Working Paper.

Sercu, P and Uppal, R (2003) Exchange rate volatility and international trade: a general equilibrium analysis. Working Paper. London Business School IFA Working Paper.

Sercu, P, Uppal, R and Van, Hulle C (2003) International portfolio choice and home bias: the effects of commodity market imperfections. Working Paper. London Business School IFA Working Paper.

Bhamra, H S and Uppal, R (2003) Non-redundant derivatives in a dynamic general equilibrium economy. Working Paper. London Business School IFA Working Paper.

Bhamra, H S and Uppal, R (2003) Role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility. Working Paper. London Business School IFA Working Paper.

Uppal, R, Apte, P and Sercu, P (2001) Exchange rate and purchasing power parity: extending the theory and tests. Working Paper. London Business School IFA Working Paper.

Uppal, R and Wang, T (2001) Model misspecification and under-diversification. Working Paper. London Business School IFA Working Paper.