Concepedia

Lorenzo Garlappi

LG

Statistics

Publications

35

Citations

7.9K

H-Index

24

Active since

2001

Affiliations

University of British Columbia(Current)

The University of Texas at Austin

Ecole des Hautes Etudes Commerciales du Nord

Centre for Economic Policy Research

London Business School

Lorenzo Garlappi is an author at University of British Columbia specializing in business, financial economics, and finance.

Publications per year

2001–2022

35

Publications

35

Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?

Victor DeMiguel, Lorenzo Garlappi, Raman Uppal · Review of Financial Studies · 2007 · 3.2K citations

Business, Economics, Finance +17

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

Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales et al. · Management Science · 2009 · 1.1K citations

Business, Finance, Financial Management +17

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

Lorenzo Garlappi, Raman Uppal, Tan Wang · Review of Financial Studies · 2006 · 722 citations

Business, Economics, Finance +14

Does Climate Change Affect Real Estate Prices? Only If You Believe In It

Markus Baldauf, Lorenzo Garlappi, Constantine Yannelis · Review of Financial Studies · 2019 · 700 citations

Business, Economics, Real Estate +16

Financial Distress and the Cross‐section of Equity Returns

Lorenzo Garlappi, Hong Yan · The Journal of Finance · 2011 · 310 citations

Business, Finance, Financial Management +17

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