BS Econ (Bocconi, Italy), Doctorate (Trieste, Italy), PhD (UBC)
TSX Venture Exchange Professorship in Finance
Associate Professor, Finance Division
Office Henry Angus (HA 870)
Tel (604) 822-8848
Personal Web Page
- Asset Pricing, Credit Risk and Real Options
- Portfolio Choice and Asset Allocation
Courses taught in 2018-2019
- Advanced Topics in Theoretical Asset Pricing (PhD)
- Financial Engineering (MBA)
- Risk Management and Financial Engineering (COMM)
Selected Recent Publications
- Garlappi, L. and Song Z. (2016) "Capital Utilization, Market Power, and the Pricing of Investment Shocks". Forthcoming in the Journal of Financial Economics.
- Garlappi, L., Giammarino, R. and Lazrak, A. (2016) "Ambiguity and the Corporation: Group Disagreement and Underinvestment". Forthcoming in the Journal of Financial Economics.
- Garlappi, L. and Song, Z. (2016). "Can Investment-specific Technology Shocks Explain the Cross-Section of Equity Returns?" Forthcoming in Management Science.
- Bena, J, Garlappi, L. and Gruning, P. (2013) "Heterogeneous Innovation, Firm Creation and Destruction, and Asset Prices" , Review of Asset Pricing Studies.
- Boyle, P., Garlappi, L., and Wang, T. (2012) "Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification" Management Science, 58 (2), 253-272.
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