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Lorenzo Garlappi

Lorenzo Garlappi

BS Econ (Bocconi, Italy), Doctorate (Trieste, Italy), PhD (UBC)
TSX Venture Exchange Professorship in Finance
Associate Professor, Finance Division

Contact Information

Office Henry Angus (HA 870)
Tel (604) 822-8848
Email lorenzo.garlappi@sauder.ubc.ca
Personal Web Page

Research Interests

  • Asset Pricing, Credit Risk and Real Options
  • Portfolio Choice and Asset Allocation

Courses taught in 2017-2018

  • Advanced Topics in Theoretical Asset Pricing (PhD)
  • Financial Engineering (MBA)
  • Risk Management and Financial Engineering (BCom)

Selected Recent Publications

  • Garlappi, L. and Song Z. (2016) "Capital Utilization, Market Power, and the Pricing of Investment Shocks". Forthcoming in the Journal of Financial Economics.
  • Garlappi, L., Giammarino, R. and Lazrak, A. (2016) "Ambiguity and the Corporation: Group Disagreement and Underinvestment". Forthcoming in the Journal of Financial Economics.
  • Garlappi, L. and Song, Z. (2016). "Can Investment-specific Technology Shocks Explain the Cross-Section of Equity Returns?" Forthcoming in Management Science.
  • Bena, J, Garlappi, L. and Gruning, P. (2013) "Heterogeneous Innovation, Firm Creation and Destruction, and Asset Prices" , Review of Asset Pricing Studies.
  • Boyle, P., Garlappi, L., and Wang, T. (2012) "Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification" Management Science, 58 (2), 253-272.

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