| Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy? V DeMiguel, L Garlappi, R Uppal The review of Financial studies 22 (5), 1915-1953, 2009 | 4243 | 2009 |
| A generalized approach to portfolio optimization: Improving performance by constraining portfolio norms V DeMiguel, L Garlappi, FJ Nogales, R Uppal Management science 55 (5), 798-812, 2009 | 1226 | 2009 |
| Portfolio selection with parameter and model uncertainty: A multi-prior approach L Garlappi, R Uppal, T Wang The Review of Financial Studies 20 (1), 41-81, 2007 | 910 | 2007 |
| Does climate change affect real estate prices? Only if you believe in it M Baldauf, L Garlappi, C Yannelis The Review of Financial Studies 33 (3), 1256-1295, 2020 | 553 | 2020 |
| Financial distress and the cross‐section of equity returns L Garlappi, H Yan The journal of finance 66 (3), 789-822, 2011 | 443 | 2011 |
| Default risk, shareholder advantage, and stock returns L Garlappi, T Shu, H Yan The Review of Financial Studies 21 (6), 2743-2778, 2008 | 384 | 2008 |
| Keynes meets Markowitz: The trade-off between familiarity and diversification P Boyle, L Garlappi, R Uppal, T Wang Management Science 58 (2), 253-272, 2012 | 285 | 2012 |
| Asset allocation and portfolio performance: Evidence from university endowment funds KC Brown, L Garlappi, C Tiu Journal of Financial Markets 13 (2), 268-294, 2010 | 163 | 2010 |
| Ambiguity and the corporation: Group disagreement and underinvestment L Garlappi, R Giammarino, A Lazrak Journal of Financial Economics 125 (3), 417-433, 2017 | 84 | 2017 |
| Monetary policy and reaching for income K Daniel, L Garlappi, K Xiao The Journal of Finance 76 (3), 1145-1193, 2021 | 79 | 2021 |
| How inefficient is the 1/N asset-allocation strategy? V DeMiguel, L Garlappi, R Uppal CEPR Discussion Paper, 2005 | 71 | 2005 |
| Risk premia and preemption in R&D ventures L Garlappi Journal of Financial and Quantitative Analysis 39 (4), 843-872, 2004 | 64 | 2004 |
| Taylor series approximations to expected utility and optimal portfolio choice L Garlappi, G Skoulakis Mathematics and Financial Economics 5, 121-156, 2011 | 62 | 2011 |
| Are stocks desirable in tax-deferred accounts? L Garlappi, J Huang Journal of Public Economics 90 (12), 2257-2283, 2006 | 62 | 2006 |
| Capital utilization, market power, and the pricing of investment shocks L Garlappi, Z Song Journal of Financial Economics 126 (3), 447-470, 2017 | 55 | 2017 |
| Solving consumption and portfolio choice problems: The state variable decomposition method L Garlappi, G Skoulakis The Review of Financial Studies 23 (9), 3346-3400, 2010 | 49 | 2010 |
| Can investment shocks explain the cross section of equity returns? L Garlappi, Z Song Management Science 63 (11), 3829-3848, 2017 | 39 | 2017 |
| Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation L Garlappi, G Skoulakis Computational Economics 33, 193-207, 2009 | 36 | 2009 |
| Corporate innovation and returns J Bena, L Garlappi The Review of Corporate Finance Studies 9 (2), 340-383, 2020 | 35 | 2020 |
| Public sector science and the strategy of the commons AK Agrawal, L Garlappi Economics of Innovation and New Technology 16 (7), 517-539, 2007 | 32 | 2007 |
