Garlappi Lorenzo

Lorenzo Garlappi

Information about the author Lorenzo Garlappi will soon be added to the site.
Found 3 papers in total
Keynes Meets Markowitz: The Trade‐Off Between Familiarity and Diversification
Keynes Meets Markowitz: The Trade‐Off Between Familiarity and Diversification
2012
We develop a model of portfolio choice to nest the views of Keynes, who advocates...
Financial Distress and the Cross-section of Equity Returns
Financial Distress and the Cross-section of Equity Returns
2011
We explicitly consider financial leverage in a simple equity valuation model and study...
A generalized approach to portfolio optimization: Improving performance by constraining portfolio norms
A generalized approach to portfolio optimization: Improving performance by constraining portfolio norms
2009
We provide a general framework for finding portfolios that perform well out-of-sample...
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