BA (ENSAE), Master (Paris), PhD (Toulouse)
Associate Professor, Finance Division
Office Henry Angus (HA 872)
Tel (604) 822-9481
- Asset pricing and portfolio selection theory
- Preference theory under uncertainty
Courses Taught in 2017-2018
- Theory of Finance (PhD)
- Investment Theory and Asset Pricing (MBA)
- International Financial Markets and Institutions (COEC)
Selected Recent Publications
- Garlappi, Lorenzo, Giammarino, Ron and Lazrak, Ali (Forthcoming), "Ambiguity and the Corporation: Group Disagreement and Underinvestment", Journal of Financial Economics.
- Cvitanic, J., Henderson, V. and Lazrak, A. (2014) "On managerial risk-taking incentives when compensation may be hedged against", Mathematics and Financial Economics, 8 (4), 453-471.
- Cvitanic, Jaksa, Lazrak, Ali and Wang, Tan (2008) "Sharpe ratio as a performance measure in a multi-period model" Journal of Economics and Dynamic Control, 32 (5), 1622-1649.
Carlson, Murray, Lazrak, Ali (2010) "Leverage choice and credit spread when managers risk shift" The Journal of Finance, 65 (6), 2323-2362.
- Ekeland, Ivar, Lazrak, Ali (2010) "The golden rule when preferences are time inconsistent" Mathematics and Financial Economics, 4, 29-55.
Other Links & Info