Lorenzo Garlappi

发表

Keynes Meets Markowitz: The Tradeoff between Familiarity and Diversification

Tan Wang, Raman Uppal, Phelim Boyle, 2009, Manag. Sci..

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

Raman Uppal, Francisco J. Nogales, Lorenzo Garlappi, 2009, Manag. Sci..

Can Investment Shocks Explain the Cross Section of Equity Returns?

Lorenzo Garlappi, Zhongzhi Song, Lorenzo Garlappi, 2017, Manag. Sci..

Improving Performance By Constraining Portfolio Norms: A Generalized Approach to Portfolio Optimization

Raman Uppal, Francisco J. Nogales, Lorenzo Garlappi, 2007 .

Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method

Lorenzo Garlappi, Georgios Skoulakis, 2010 .

Default Risk, Shareholder Advantage, and Stock Returns*

Lorenzo Garlappi, Tao Shu, Lorenzo Garlappi, 2006 .

Portfolio Selection with Multiple Assets and Capital Gains Taxes

Vasant Naik, Lorenzo Garlappi, Lorenzo Garlappi, 2001 .

Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation

Lorenzo Garlappi, Georgios Skoulakis, 2009 .

Preemption Risk and the Valuation of R&D Ventures

Lorenzo Garlappi, Lorenzo Garlappi, 1999 .

Risk Premia and Preemption in R&D Ventures

Lorenzo Garlappi, Lorenzo Garlappi, 2004, Journal of Financial and Quantitative Analysis.

Can Investment-specific Technology Shocks Explain the Cross-section of Stock Returns ?

Lorenzo Garlappi, Zhongzhi Song, 2012 .