Lorenzo Garlappi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Taylor series approximations to expected utility and optimal portfolio choice
Mathematics and Financial Economics
2013-02-19Paper
A generalized approach to portfolio optimization: improving performance by constraining portfolio norms
Management Science
2012-03-01Paper
Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation
Computational Economics
2009-05-29Paper
Equilibrium with endogenous technological changes: Theory and applications
Rivista di Matematica per le Scienze Economiche e Sociali
1998-09-16Paper


Research outcomes over time


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