What is he best known for?
The fields of study he is best known for:
- Finance
- Statistics
- Financial economics
His primary areas of study are Portfolio, Econometrics, Diversification, Equity and Sharpe ratio.
The Portfolio study combines topics in areas such as Volatility and General equilibrium theory.
His Econometrics research is multidisciplinary, relying on both Prior probability and Bayesian probability.
Diversification is closely attributed to Portfolio optimization in his study.
His work in Equity tackles topics such as Stylized fact which are related to areas like Risk aversion.
Raman Uppal has researched Replicating portfolio in several fields, including Risk parity, Modern portfolio theory, Rate of return on a portfolio and Actuarial science.
His most cited work include:
- Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy? (1512 citations)
- A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (579 citations)
- Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (435 citations)
What are the main themes of his work throughout his whole career to date?
The scientist’s investigation covers issues in Econometrics, Portfolio, General equilibrium theory, Financial economics and Volatility.
The study incorporates disciplines such as Sharpe ratio, Regression, Interest rate and Purchasing power parity, Exchange rate in addition to Econometrics.
His study in Portfolio is interdisciplinary in nature, drawing from both Equity and Risk premium.
His studies in General equilibrium theory integrate themes in fields like Bond, Financial market, Incomplete markets and Economy.
His Volatility research focuses on Stock market and how it relates to Precautionary demand.
His Diversification study combines topics from a wide range of disciplines, such as Actuarial science, Intertemporal portfolio choice and Investment management.
He most often published in these fields:
- Econometrics (67.82%)
- Portfolio (65.52%)
- General equilibrium theory (44.25%)
What were the highlights of his more recent work (between 2013-2020)?
- Portfolio (65.52%)
- Financial market (31.03%)
- Risk premium (36.21%)
In recent papers he was focusing on the following fields of study:
His scientific interests lie mostly in Portfolio, Financial market, Risk premium, Monetary economics and General equilibrium theory.
His studies deal with areas such as Systematic risk, Capital asset pricing model and Econometrics as well as Portfolio.
His research in Financial market intersects with topics in Welfare and Investment.
His Risk premium study necessitates a more in-depth grasp of Financial economics.
His Monetary economics research incorporates elements of Asset and Investment management.
His General equilibrium theory research integrates issues from Incomplete markets, Speculation, Tobin tax and Intertemporal consumption.
Between 2013 and 2020, his most popular works were:
- Asset Prices with Heterogeneity in Preferences and Beliefs (80 citations)
- Stock Return Serial Dependence and Out-of-Sample Portfolio Performance (59 citations)
- Equal or Value Weighting? Implications for Asset-Pricing Tests (35 citations)
In his most recent research, the most cited papers focused on:
- Finance
- Statistics
- Microeconomics
Raman Uppal mainly investigates Portfolio, Transaction cost, Econometrics, Microeconomics and Financial market.
His work on Sharpe ratio as part of general Portfolio study is frequently linked to Multitude, bridging the gap between disciplines.
His Transaction cost research includes themes of Arbitrage, Vector autoregression, Momentum and Contrarian.
The concepts of his Econometrics study are interwoven with issues in Preference and Asset.
He combines subjects such as Market liquidity, Liquidity crisis, Liquidity premium and Equity risk with his study of Microeconomics.
His Financial market study combines topics in areas such as Risk premium and General equilibrium theory.
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