Overview
Raman Uppal is a financial economist (EDHEC Business School; earlier London Business School, CEPR), known for research on portfolio choice, international finance, and the evaluation of asset-allocation strategies.
Key Contributions / Features
- Multi-prior portfolio choice (Garlappi-Uppal-Wang 2007): ambiguity-averse mean-variance optimization under parameter/model uncertainty.
- DeMiguel-Garlappi-Uppal (2009): influential evidence that the equally-weighted (1/N) portfolio is hard to beat out of sample.
- Work on international portfolio choice, transaction costs, and mispricing/arbitrage.
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