Lorenzo Garlappi
17 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0003-3392-2426
Sauder School of Business, University of British Columbia, Vancouver, British Columbia V6T 1Z2, Canada
Publications
- Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads — Management Science 2023
- Group-Managed Real Options — The Review of Financial Studies 2022
- Debt dynamics with fixed issuance costs — Journal of Financial Economics 2022
- Monetary Policy and Reaching for Income — The Journal of Finance 2021
- Investment Shocks and Asset Prices: An Investment-Based Approach — Journal of Financial and Quantitative Analysis 2020
- Does Climate Change Affect Real Estate Prices? Only If You Believe In It — The Review of Financial Studies 2020
- Ambiguity and the corporation: Group disagreement and underinvestment — Journal of Financial Economics 2017
- Can Investment Shocks Explain the Cross Section of Equity Returns? — Management Science 2017
- Capital utilization, market power, and the pricing of investment shocks — Journal of Financial Economics 2017
- Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification — Management Science 2012
- Financial Distress and the Cross-section of Equity Returns — The Journal of Finance 2011
- Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method — The Review of Financial Studies 2010
- A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms — Management Science 2009
- Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy? — The Review of Financial Studies 2009
- Default Risk, Shareholder Advantage, and Stock Returns — The Review of Financial Studies 2008
- Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach — The Review of Financial Studies 2007
- Risk Premia and Preemption in R&D Ventures — Journal of Financial and Quantitative Analysis 2004