Lorenzo Garlappi
Lorenzo Garlappi
Verified email at sauder.ubc.ca
Title
Cited by
Cited by
Year
Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
V DeMiguel, L Garlappi, R Uppal
The review of Financial studies 22 (5), 1915-1953, 2009
30532009
A generalized approach to portfolio optimization: Improving performance by constraining portfolio norms
V DeMiguel, L Garlappi, FJ Nogales, R Uppal
Management science 55 (5), 798-812, 2009
9212009
Portfolio selection with parameter and model uncertainty: A multi-prior approach
L Garlappi, R Uppal, T Wang
The Review of Financial Studies 20 (1), 41-81, 2007
7402007
Financial distress and the cross‐section of equity returns
L Garlappi, H Yan
The journal of finance 66 (3), 789-822, 2011
3842011
Default risk, shareholder advantage, and stock returns
L Garlappi, T Shu, H Yan
The Review of Financial Studies 21 (6), 2743-2778, 2008
3352008
Keynes meets Markowitz: The trade-off between familiarity and diversification
P Boyle, L Garlappi, R Uppal, T Wang
Management Science 58 (2), 253-272, 2012
2072012
Asset allocation and portfolio performance: Evidence from university endowment funds
KC Brown, L Garlappi, C Tiu
Journal of Financial Markets 13 (2), 268-294, 2010
1352010
Does climate change affect real estate prices? Only if you believe in it
M Baldauf, L Garlappi, C Yannelis
The Review of Financial Studies 33 (3), 1256-1295, 2020
1272020
Are stocks desirable in tax-deferred accounts?
L Garlappi, J Huang
Journal of Public Economics 90 (12), 2257-2283, 2006
562006
Taylor series approximations to expected utility and optimal portfolio choice
L Garlappi, G Skoulakis
Mathematics and Financial Economics 5 (2), 121-156, 2011
552011
Risk premia and preemption in R&D ventures
L Garlappi
Journal of Financial and Quantitative Analysis 39 (4), 843-872, 2004
552004
Ambiguity and the corporation: Group disagreement and underinvestment
L Garlappi, R Giammarino, A Lazrak
Journal of Financial Economics 125 (3), 417-433, 2017
512017
Solving consumption and portfolio choice problems: The state variable decomposition method
L Garlappi, G Skoulakis
The Review of Financial Studies 23 (9), 3346-3400, 2010
362010
Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation
L Garlappi, G Skoulakis
Computational Economics 33 (2), 193-207, 2009
352009
Can investment shocks explain the cross section of equity returns?
L Garlappi, Z Song
Management Science 63 (11), 3829-3848, 2017
342017
How inefficient are simple asset allocation strategies
V DeMiguel, L Garlappi, R Uppal
Review of Financial Studies 22 (5), 1915-1953, 2009
332009
Preemption risk and the valuation of r & d ventures
L Garlappi
UBC Finance Division, 2000
332000
Capital utilization, market power, and the pricing of investment shocks
L Garlappi, Z Song
Journal of Financial Economics 126 (3), 447-470, 2017
322017
How inefficient is the 1/N asset-allocation strategy?
V DeMiguel, L Garlappi, R Uppal
CEPR Discussion Paper, 2005
312005
Public sector science and the strategy of the commons
AK Agrawal, L Garlappi
Economics of Innovation and New Technology 16 (7), 517-539, 2007
302007
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Articles 1–20