Lorenzo Garlappi

Lorenzo Garlappi

University of British Columbia - Vancouver / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 650806
person_outline Lorenzo Garlappi's MOST POPULAR ARTICLES
1-) Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?V DeMiguel, L Garlappi, R UppalThe review of Financial studies 22 (5), 1915-1953, 200934982009
2-) A generalized approach to portfolio optimization: Improving performance by constraining portfolio normsV DeMiguel, L Garlappi, FJ Nogales, R UppalManagement science 55 (5), 798-812, 200910622009
3-) Portfolio selection with parameter and model uncertainty: A multi-prior approachL Garlappi, R Uppal, T WangThe Review of Financial Studies 20 (1), 41-81, 20078192007
4-) Does climate change affect real estate prices? Only if you believe in itM Baldauf, L Garlappi, C YannelisThe Review of Financial Studies 33 (3), 1256-1295, 20205722020
5-) Financial distress and the cross‐section of equity returnsL Garlappi, H YanThe journal of finance 66 (3), 789-822, 20114472011