A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms. - Victor DeMiguel; Lorenzo Garlappi; Francisco J. Nogales; Raman Uppal (Manag. Sci., 2009)

Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification. - Phelim Boyle; Lorenzo Garlappi; Raman Uppal; Tan Wang (Manag. Sci., 2012)

Can Investment Shocks Explain the Cross Section of Equity Returns? - Lorenzo Garlappi; Zhongzhi Song (Manag. Sci., 2017)

Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads. - Luca Benzoni; Lorenzo Garlappi; Robert Goldstein (Manag. Sci., 2023)