Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Raman Uppal
Information about the author Raman Uppal will soon be added to the site.
Found
3 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Keynes Meets Markowitz: The Trade‐Off Between Familiarity and Diversification
2012
We develop a model of portfolio choice to nest the views of Keynes, who advocates...
A generalized approach to portfolio optimization: Improving performance by constraining portfolio norms
2009
We provide a general framework for finding portfolios that perform well out-of-sample...
Portfolio investment with the exact tax basis via nonlinear programming
2005
Computing the optimal portfolio policy of an investor facing capital gains tax is a...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
