Lorenzo Garlappi

Finance · 2004–2020

A researcher in the Science corpus: 9 papers; trusts 46 researchers and is trusted by 80 researchers here, as inferred from the citation graph.

Subfields

Whom Lorenzo Garlappi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Olivier Ledoit
  2. Larry G. Epstein
  3. John Y. Campbell
  4. Ravi Jagannathan
  5. Eugene F. Fama
  6. Pascal J. Maenhout
  7. Zengjing Chen
  8. Michael Wolf
  9. Bob Litterman
  10. C. Hennessy

Who trusts Lorenzo Garlappi overall

  1. Victor DeMiguel
  2. Olivier Ledoit
  3. Clifford Lam
  4. Erwan Morellec
  5. Massimo Guidolin
  6. Niels Friewald
  7. P. Sercu
  8. A. Kourtis
  9. Georg Ch. Pflug
  10. Emmanouil Platanakis

Papers from Lorenzo Garlappi's perspective

Ordered by how strongly the researchers Lorenzo Garlappi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  3. The Theory and Practice of Corporate Finance: Evidence from the Field
  4. Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
  5. In Search of Distress Risk (Social Science Research Network)
  6. Ambiguity, risk, and asset returns in continuous time
  7. Recursive multiple-priors (Journal of Economics Theory)
  8. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  9. The Cross-Section of Volatility and Expected Returns
  10. Bankruptcy Prediction With Industry Effects

Their papers