Ali Lazrak

Ali Lazrak

Meet Ali Lazrak

BA (ENSAE), Master (Paris), PhD (Toulouse)
Associate Professor, Finance Division
Peter Lusztig Professorship in Finance

Selected 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.

Links and other information