Concepedia
Statistics
Publications
35
Citations
7.7K
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 finance, business, and economics.
Top concepts
FinanceBusinessEconomicsAsset PricingFinancial EconomicsManagementLawAsset AllocationPortfolio SelectionPortfolio Optimization
Publications per year
2001–2022
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 · 3.1K citations
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
Mathematical Programming, Engineering, Asset Allocation +16
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Lorenzo Garlappi, Raman Uppal, Tan Wang · Review of Financial Studies · 2006 · 708 citations
Does Climate Change Affect Real Estate Prices? Only If You Believe In It
Markus Baldauf, Lorenzo Garlappi, Constantine Yannelis · Review of Financial Studies · 2019 · 649 citations
Housing, Economics, Housing Choice +12
Financial Distress and the Cross‐section of Equity Returns
Lorenzo Garlappi, Hong Yan · The Journal of Finance · 2011 · 309 citations
Empirical Finance, Financial Economics, Asset Pricing +12
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