World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
42
Citations
14469
World Ranking
2013
National Ranking
43

Overview

Raman Uppal is affiliated with EDHEC Business School in France and has an extensive publication record in the fields of economics, econometrics, and finance, with a focus on business, management, and accounting. Their research spans multiple subfields including finance, economics and econometrics, strategy and management, accounting, and general decision sciences.

The scientist's work primarily centers on topics such as financial markets and investment strategies, housing market and economics, corporate finance and governance, financial reporting and valuation research, financial risk and volatility modeling, economic theories and models, and sustainable finance and green bonds.

Among Uppal's recent papers are:

  • The finance of climate change, 2022, Journal of Corporate Finance
  • A Multifactor Perspective on Volatility-Managed Portfolios, 2024, The Journal of Finance
  • A Multifactor Perspective on Volatility-Managed Portfolios, 2021, SSRN Electronic Journal
  • What is Missing in Asset-Pricing Factor Models?, 2022, SSRN Electronic Journal
  • Robust Portfolio Choice, 2021, SSRN Electronic Journal

The researcher has collaborated frequently with several co-authors, including Victor DeMiguel, Alberto Martín-Utrera, Grigory Vilkov, Paolo Zaffaroni, and Laurent E. Calvet.

Uppal's work is published most often in the SSRN Electronic Journal, with additional publications appearing in the Journal of Corporate Finance, The Journal of Finance, and Management Science.

Best Publications

  • Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?

    Victor DeMiguel;Lorenzo Garlappi;Raman Uppal

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

    Victor DeMiguel;Lorenzo Garlappi;Francisco J. Nogales;Raman Uppal

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

    Lorenzo Garlappi;Raman Uppal;Tan Wang

  • Model Misspecification and Underdiversification

    Raman Uppal;Tan Wang

  • Systemic Risk and International Portfolio Choice

    Sanjiv Ranjan Das;Raman Uppal

  • The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity

    Piet Sercu;Raman Uppal;Cynthia Van Hulle

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

    Bernard Dumas;Alexander Kurshev;Raman Uppal

  • Asset Prices with Heterogeneity in Preferences and Beliefs

    Harjoat S. Bhamra;Raman Uppal

  • Optimal Replication of Options with Transactions Costs and Trading Restrictions

    Chanaka Edirisinghe;Vasanttilak Naik;Raman Uppal

  • A General Equilibrium Model of International Portfolio Choice

    Raman Uppal

  • Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification

    Phelim Boyle;Lorenzo Garlappi;Raman Uppal;Tan Wang

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

    Lorenzo Garlappi;Tan Wang;Raman Uppal;Raman Uppal

  • Improving Portfolio Selection Using Option-Implied Volatility and Skewness

    Victor DeMiguel;Yuliya Plyakha;Raman Uppal;Grigory Vilkov

  • International financial markets and the firm

    Piet Sercu;Raman Uppal

  • Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?

    Victor DeMiguel;Lorenzo Garlappi;Raman Uppal;Raman Uppal

  • Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

    Leonid Kogan;Raman Uppal

  • Stock Return Serial Dependence and Out-of-Sample Portfolio Performance

    Victor DeMiguel;Francisco J. Nogales;Raman Uppal

  • Asset Prices with Heterogeneity in Preferences and Beliefs

    Harjoat Singh Bhamra;Raman Uppal

  • A Transaction-Cost Perspective on the Multitude of Firm Characteristics

    Victor DeMiguel;Alberto Martín-Utrera;Francisco J Nogales;Raman Uppal

  • Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

    Leonid Kogan;Leonid Kogan;Raman Uppal;Raman Uppal

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

    Bernard Dumas;Bernard Dumas;Bernard Dumas;Alexander Kurshev;Raman Uppal;Raman Uppal

  • Model Misspecification and Under-Diversification

    Tan Wang;Raman Uppal;Raman Uppal

  • Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification

    Phelim P. Boyle;Phelim P. Boyle;Lorenzo Garlappi;Raman Uppal;Raman Uppal;Tan Wang

  • Stock return serial dependence and out-of-sample portfolio

    DeMiguel;F J Nogales;R Uppal

Frequent Co-Authors

Phelim P. Boyle
Phelim P. Boyle Wilfrid Laurier University
Sanjiv Ranjan Das
Sanjiv Ranjan Das Santa Clara University
Margaret E. Slade
Margaret E. Slade University of British Columbia

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