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Garlappi, Lorenzo's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,987 |
Total
Citations
281 |
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1.
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1/N
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Versions (2)
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DeMiguel, Victor
London Business School Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School
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Posted:
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03 Mar 05
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Last Revised:
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17 Aug 08
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2,082
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13
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DeMiguel, Victor
London Business School Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School
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1,230
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13
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Portfolio choice, asset allocation, investment management
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business DeMiguel, Victor
London Business School Uppal , Raman
EDHEC Business School
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852
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7
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Portfolio choice, asset allocation, investment management
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2.
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Brown, Keith C.
University of Texas at Austin - Department of Finance Tiu, Cristian Ioan
University of Texas at Austin - Department of Finance Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business
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23 Apr 07
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Last Revised:
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14 Jul 08
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1,381
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3
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Endowment funds, Asset allocation, Return attribution, Investment performance
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3.
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Yan, Hong
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
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21 Mar 07
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Last Revised:
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25 Jun 10
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1,371
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37
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Financial distress, value premium, momentum, growth options
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4.
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Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
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Posted:
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16 Feb 09
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Last Revised:
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01 Mar 10
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713
(15,541)
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13
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
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7
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13
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ambiguity, diversification, investment, portfolio choice, robust control
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
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19 Mar 09
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Last Revised:
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16 Sep 09
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412
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13
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Investment, portfolio choice, ambiguity, robust control
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
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| Posted: |
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16 Feb 09
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Last Revised:
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16 Sep 09
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294
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13
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Investment, portfolio choice, ambiguity, robust control
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5.
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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
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Versions (3)
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
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Posted:
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24 Feb 05
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Last Revised:
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29 Jul 10
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473
(27,344)
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80
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
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0
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
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24
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80
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Portfolio choice, asset allocation, estimation error, uncertainty, ambiguity, robustness
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
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449
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80
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Portfolio choice, asset allocation, estimation
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6.
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business
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415
(32,493)
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5
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Real options, R&D investments, risk premia, patent races, stochastic games
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7.
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Naik , Vasant
Lehman Brothers International, Europe Slive, Joshua
Bank of Canada
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323
(44,096)
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6
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Capital Gains Taxes, Portfolio Choice
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8.
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Default Risk, Shareholder Advantage and Stock Returns
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Show Abstracts |
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Versions (2)
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Shu, Tao
University of Georgia - Department of Banking and Finance Yan, Hong
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
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Posted:
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21 Mar 06
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Last Revised:
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29 Jul 10
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285
(51,061)
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53
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Shu, Tao
University of Georgia - Department of Banking and Finance Yan, Hong
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
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0
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G12, G14, G33
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Shu, Tao
University of Georgia - Department of Banking and Finance Yan, Hong
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
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285
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53
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Default Risk, Stock Returns, Debt Renegotiation, Bankruptcy, Liquidation
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9.
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Shu, Tao
University of Georgia - Department of Banking and Finance Yan, Hong
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
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239
(62,014)
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51
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Default Risk, Stock Returns, Debt Renegotiatin, Bankruptcy, Liquidation
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10.
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Skoulakis, Georgios
University of Maryland - Department of Finance
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218
(68,366)
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1
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dynamic portfolio choce, approximation techniques
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11.
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Huang, Jennifer C.
University of Texas at Austin - Department of Finance Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business
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216
(69,065)
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2
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Portfolio selection, tax-deferred accounts, borrowing and short-selling constraints
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12.
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Huang, Jennifer C.
University of Texas at Austin - Department of Finance
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153
(96,040)
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8
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Portfolio selection, tax-deferred accounts, borrowing and short-selling constraints
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13.
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Agrawal, Ajay
University of Toronto - Rotman School of Management
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42
(215,429)
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4
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Entry deterrence, intellectual property, university research, welfare loss
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14.
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DeMiguel, Victor
London Business School Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School
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42
(215,429)
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5
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Portfolio choice, asset allocation, investment management
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15.
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Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Giammarino, Ron
University of British Columbia (UBC) - Sauder School of Business Lazrak, Ali
University of British Columbia (UBC) - Sauder School of Business
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| Posted: |
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10 Feb 13
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Last Revised:
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15 May 13
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34
(232,772)
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ambiguity, corporate investments, multiprior, non-bayesian convertible securities
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16.
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DeMiguel, Victor
London Business School Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School
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G11
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