| Being serious about non-commitment: subgame perfect equilibrium in continuous time I Ekeland, A Lazrak arXiv preprint math/0604264, 2006 | 184 | 2006 |
| The golden rule when preferences are time inconsistent I Ekeland, A Lazrak Mathematics and Financial Economics 4, 29-55, 2010 | 141 | 2010 |
| Dynamic portfolio choice with parameter uncertainty and the economic value of analysts’ recommendations J Cvitanić, A Lazrak, L Martellini, F Zapatero The Review of Financial Studies 19 (4), 1113-1156, 2006 | 113 | 2006 |
| A generalized stochastic differential utility A Lazrak, MC Quenez Mathematics of operations research 28 (1), 154-180, 2003 | 92 | 2003 |
| Leverage choice and credit spreads when managers risk shift M Carlson, A Lazrak The Journal of Finance 65 (6), 2323-2362, 2010 | 89 | 2010 |
| Ambiguity and the corporation: Group disagreement and underinvestment L Garlappi, R Giammarino, A Lazrak Journal of Financial Economics 125 (3), 417-433, 2017 | 78 | 2017 |
| Optimal allocation to hedge funds: An empirical analysis J Cvitanic, A Lazrak, L Martellini, F Zapatero Quantitative finance 3 (1), 28, 2003 | 69 | 2003 |
| Implications of the Sharpe ratio as a performance measure in multi-period settings J Cvitanić, A Lazrak, T Wang Journal of Economic Dynamics and Control 32 (5), 1622-1649, 2008 | 67 | 2008 |
| Implications of the Sharpe ratio as a performance measure in multi-period settings J Cvitanić, A Lazrak, T Wang Journal of Economic Dynamics and Control 32 (5), 1622-1649, 2008 | 65 | 2008 |
| Equilibrium policies when preferences are time inconsistent I Ekeland, A Lazrak arXiv preprint arXiv:0808.3790, 2008 | 46 | 2008 |
| Generalized stochastic differential utility and preference for information A Lazrak | 19 | 2004 |
| Revisiting Treynor and Black (1973): an intertemporal model of active portfolio management J Cvitanic, A Lazrak, L Martellini, F Zapatero University of Southern California working paper, 2002 | 18 | 2002 |
| Leverage choice and credit spread dynamics when managers risk shift M Carlson, A Lazrak EFA 2009 Bergen Meetings Paper, 2009 | 14 | 2009 |
| Incomplete information with recursive preferences J Cvitanić, A Lazrak, MC Quenez, F Zapatero International Journal of Theoretical and Applied Finance 4 (02), 245-261, 2001 | 14 | 2001 |
| Ambiguity and the corporation: Group decisions, time inconsistency, and underinvestment L Garlappi, R Giammarino, A Lazrak SSRN Working Paper 2510235, 2014 | 13 | 2014 |
| On managerial risk-taking incentives when compensation may be hedged against J Cvitanić, V Henderson, A Lazrak Mathematics and Financial Economics 8, 453-471, 2014 | 11* | 2014 |
| A martingale characterization of equilibrium asset price processes JP Décamps, A Lazrak Economic Theory 15, 207-213, 2000 | 11 | 2000 |
| A martingale characterization of equilibrium asset price processes JP Décamps, A Lazrak Economic Theory 15, 207-213, 2000 | 11 | 2000 |
| Group-managed real options L Garlappi, R Giammarino, A Lazrak The Review of Financial Studies 35 (9), 4105-4151, 2022 | 10 | 2022 |
| Being serious about non-commitment: subgame perfect equilibrium in continuous time, 2006 I Ekeland, A Lazrak Preprint. University of British Columbia, 0 | 9 | |
