Lasse Heje Pedersen
Names
| first: |
Lasse |
| middle: |
Heje |
| last: |
Pedersen |
Identifer
Contact
Affiliations
-
Copenhagen Business School
/ Institut for Finansiering (weight: 75%)
-
Centre for Economic Policy Research (CEPR) (weight: 20%)
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New York University (NYU)
/ Stern School of Business
/ Finance Department (weight: 5%)
Research profile
author of:
- Liquidity and Risk Management (repec:aea:aecrev:v:97:y:2007:i:2:p:193-197)
by Nicolae Gârleanu & Lasse Heje Pedersen - Slow Moving Capital (repec:aea:aecrev:v:97:y:2007:i:2:p:215-220)
by Lasse Heje Pedersen & Mark Mitchell & Todd Pulvino - How Sovereign Is Sovereign Credit Risk? (repec:aea:aejmac:v:3:y:2011:i:2:p:75-103)
by Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton - Modeling Sovereign Yield Spreads: A Case Study of Russian Debt (repec:bla:jfinan:v:58:y:2003:i:1:p:119-159)
by Darrell Duffie & Lasse Heje Pedersen & Kenneth J. Singleton - Predatory Trading (repec:bla:jfinan:v:60:y:2005:i:4:p:1825-1863)
by Markus K. Brunnermeier & Lasse Heje Pedersen - Value and Momentum Everywhere (repec:bla:jfinan:v:68:y:2013:i:3:p:929-985)
by Clifford S. Asness & Tobias J. Moskowitz & Lasse Heje Pedersen - Dynamic Trading with Predictable Returns and Transaction Costs (repec:bla:jfinan:v:68:y:2013:i:6:p:2309-2340)
by Nicolae Gârleanu & Lasse Heje Pedersen - Efficiently Inefficient Markets for Assets and Asset Management (repec:bla:jfinan:v:73:y:2018:i:4:p:1663-1712)
by Nicolae Gârleanu & Lasse Heje Pedersen - Principal Portfolios (repec:bla:jfinan:v:78:y:2023:i:1:p:347-387)
by Bryan Kelly & Semyon Malamud & Lasse Heje Pedersen - Is There a Replication Crisis in Finance? (repec:bla:jfinan:v:78:y:2023:i:5:p:2465-2518)
by Theis Ingerslev Jensen & Bryan Kelly & Lasse Heje Pedersen - Carbon Pricing versus Green Finance (repec:bla:jfinan:v:81:y:2026:i:2:p:561-602)
by Lasse Heje Pedersen - Betting Against Beta (repec:chf:rpseri:rp1217)
by Andrea Frazzini & Lasse Heje Pedersen - Principal Portfolios (repec:chf:rpseri:rp2067)
by Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen - Machine Learning and the Implementable Efficient Frontier (repec:chf:rpseri:rp2263)
by Theis Ingerslev Jensen & Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen - Early Option Exercise: Never Say Never (repec:cpr:ceprdp:11019)
by Pedersen, Lasse Heje & Vestergaard Jensen, Mads - Efficiently Inefficient Markets for Assets and Asset Management (repec:cpr:ceprdp:12664)
by Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan - Generalized Recovery (repec:cpr:ceprdp:12665)
by Pedersen, Lasse Heje & Skov Jensen, Christian & Lando, David - Size Matters, if You Control Your Junk (repec:cpr:ceprdp:12684)
by Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Israel, Ronen - Deep Value (repec:cpr:ceprdp:12685)
by Pedersen, Lasse Heje & Asness, Clifford S. & Liew, John M. & Thapar, Ashwin K - Betting Against Correlation: Testing Theories of the Low-Risk Effect (repec:cpr:ceprdp:12686)
by Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim - Risk Everywhere: Modeling and Managing Volatility (repec:cpr:ceprdp:12687)
by Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John - Asset Pricing with Liquidity Risk (repec:cpr:ceprdp:3749)
by Acharya, Viral & Pedersen, Lasse Heje - Predatory Trading (repec:cpr:ceprdp:4639)
by Brunnermeier, Markus & Pedersen, Lasse Heje - Asset Pricing with Liquidity Risk (repec:cpr:ceprdp:4718)
by Acharya, Viral & Pedersen, Lasse Heje - Demand-Based Option Pricing (repec:cpr:ceprdp:5420)
by Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan & , - Valuation in Over-the-Counter Markets (repec:cpr:ceprdp:5491)
by Duffie, Darrell & Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan - Slow Moving Capital (repec:cpr:ceprdp:6117)
by Pedersen, Lasse Heje & Mitchell, Mark & Pulvino, Todd - Market Liquidity and Funding Liquidity (repec:cpr:ceprdp:6179)
by Brunnermeier, Markus & Pedersen, Lasse Heje - Dynamic Trading with Predictable Returns and Transaction Costs (repec:cpr:ceprdp:7392)
by Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan - When Everyone Runs for the Exit (repec:cpr:ceprdp:7436)
by Pedersen, Lasse Heje - Two Monetary Tools: Interest Rates and Haircuts (repec:cpr:ceprdp:8000)
by Pedersen, Lasse Heje & Ashcraft, Adam & Garleanu, Nicolae Bogdan - Measuring Systemic Risk (repec:cpr:ceprdp:8824)
by Richardson, Matthew P & Philippon, Thomas & Acharya, Viral & Pedersen, Lasse Heje - Buffett?s Alpha (repec:cpr:ceprdp:9769)
by Pedersen, Lasse Heje & Frazzini, Andrea & Kabiller, David - Carry (repec:cpr:ceprdp:9771)
by Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B. - Market Liquidity (repec:cup:cbooks:9780521139656)
by Amihud,Yakov & Mendelson,Haim & Pedersen,Lasse Heje - Market Liquidity (repec:cup:cbooks:9780521191760)
by Amihud,Yakov & Mendelson,Haim & Pedersen,Lasse Heje - Monitoring Leverage (repec:cwl:cwldpp:1838)
by John Geanakoplos & Lasse H. Pedersen - Over-the-Counter Markets (repec:ecm:emetrp:v:73:y:2005:i:6:p:1815-1847)
by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen - Predatory Trading (repec:ecm:nawm04:425)
by Lasse H. Pedersen & Markus Brunnermeier - Valuation in Dynamic Bargaining Markets (repec:ecm:nawm04:649)
by Lasse Pedersen & Darrell Duffie & Nicolae Garleanu - Dynamic portfolio choice with frictions (repec:eee:jetheo:v:165:y:2016:i:c:p:487-516)
by Gârleanu, Nicolae & Pedersen, Lasse Heje - Time series momentum (repec:eee:jfinec:v:104:y:2012:i:2:p:228-250)
by Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje - Betting against beta (repec:eee:jfinec:v:111:y:2014:i:1:p:1-25)
by Frazzini, Andrea & Pedersen, Lasse Heje - Early option exercise: Never say never (repec:eee:jfinec:v:121:y:2016:i:2:p:278-299)
by Jensen, Mads Vestergaard & Pedersen, Lasse Heje - Carry (repec:eee:jfinec:v:127:y:2018:i:2:p:197-225)
by Koijen, Ralph S.J. & Moskowitz, Tobias J. & Pedersen, Lasse Heje & Vrugt, Evert B. - Size matters, if you control your junk (repec:eee:jfinec:v:129:y:2018:i:3:p:479-509)
by Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H. - Generalized recovery (repec:eee:jfinec:v:133:y:2019:i:1:p:154-174)
by Jensen, Christian Skov & Lando, David & Pedersen, Lasse Heje - Betting against correlation: Testing theories of the low-risk effect (repec:eee:jfinec:v:135:y:2020:i:3:p:629-652)
by Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje - Responsible investing: The ESG-efficient frontier (repec:eee:jfinec:v:142:y:2021:i:2:p:572-597)
by Pedersen, Lasse Heje & Fitzgibbons, Shaun & Pomorski, Lukasz - Game on: Social networks and markets (repec:eee:jfinec:v:146:y:2022:i:3:p:1097-1119)
by Pedersen, Lasse Heje - Securities lending, shorting, and pricing (repec:eee:jfinec:v:66:y:2002:i:2-3:p:307-339)
by Duffie, Darrell & Garleanu, Nicolae & Pedersen, Lasse Heje - Asset pricing with liquidity risk (repec:eee:jfinec:v:77:y:2005:i:2:p:375-410)
by Acharya, Viral V. & Pedersen, Lasse Heje - Market liquidity and funding liquidity (repec:ehl:lserod:24478)
by Brunnermeier, Markus K. & Pedersen, Lasse Heje - Measuring systemic risk (repec:fip:fedcwp:1002)
by Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson - When Everyone Runs for the Exit (repec:ijc:ijcjou:y:2009:q:4:a:10)
by Lasse Pedersen - Two Monetary Tools: Interest Rates and Haircuts (repec:nbr:nberch:12039)
by Adam Ashcraft & Nicolae Gârleanu & Lasse Heje Pedersen - How to Calculate Systemic Risk Surcharges (repec:nbr:nberch:12063)
by Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson - Monitoring Leverage (repec:nbr:nberch:12549)
by John Geanakoplos & Lasse Heje Pedersen - Carry Trades and Currency Crashes (repec:nbr:nberch:7286)
by Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen - Predatory Trading (repec:nbr:nberwo:10755)
by Markus K. Brunnermeier & Lasse Heje Pedersen - Asset Pricing with Liquidity Risk (repec:nbr:nberwo:10814)
by Viral V. Acharya & Lasse Heje Pedersen - Over-the-Counter Markets (repec:nbr:nberwo:10816)
by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen - Demand-Based Option Pricing (repec:nbr:nberwo:11843)
by Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman - Valuation in Over-the-Counter Markets (repec:nbr:nberwo:12020)
by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen - Slow Moving Capital (repec:nbr:nberwo:12877)
by Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino - Liquidity and Risk Management (repec:nbr:nberwo:12887)
by Nicolae B. Garleanu & Lasse H. Pedersen - Market Liquidity and Funding Liquidity (repec:nbr:nberwo:12939)
by Markus K. Brunnermeier & Lasse Heje Pedersen - How Sovereign is Sovereign Credit Risk? (repec:nbr:nberwo:13658)
by Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton - Carry Trades and Currency Crashes (repec:nbr:nberwo:14473)
by Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen - Dynamic Trading with Predictable Returns and Transaction Costs (repec:nbr:nberwo:15205)
by Nicolae B. Garleanu & Lasse H. Pedersen - When Everyone Runs for the Exit (repec:nbr:nberwo:15297)
by Lasse Heje Pedersen - Two Monetary Tools: Interest Rates and Haircuts (repec:nbr:nberwo:16337)
by Adam Ashcraft & Nicolae Gârleanu & Lasse Heje Pedersen - Betting Against Beta (repec:nbr:nberwo:16601)
by Andrea Frazzini & Lasse H. Pedersen - Margin-Based Asset Pricing and Deviations from the Law of One Price (repec:nbr:nberwo:16777)
by Nicolae Gârleanu & Lasse Heje Pedersen - Embedded Leverage (repec:nbr:nberwo:18558)
by Andrea Frazzini & Lasse H. Pedersen - Carry (repec:nbr:nberwo:19325)
by Ralph S.J. Koijen & Tobias J. Moskowitz & Lasse Heje Pedersen & Evert B. Vrugt - Buffett's Alpha (repec:nbr:nberwo:19681)
by Andrea Frazzini & David Kabiller & Lasse H. Pedersen - Efficiently Inefficient Markets for Assets and Asset Management (repec:nbr:nberwo:21563)
by Nicolae B. Gârleanu & Lasse H. Pedersen - Principal Portfolios (repec:nbr:nberwo:27388)
by Bryan T. Kelly & Semyon Malamud & Lasse H. Pedersen - Is There A Replication Crisis In Finance? (repec:nbr:nberwo:28432)
by Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen - Liquidity and Asset Prices (repec:now:fntfin:0500000003)
by Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje - Economics with Market Liquidity Risk (repec:now:jnlcfr:104.00000083)
by Acharya, Viral V. & Pedersen, Lasse Heje - Embedded Leverage
[Asset pricing with liquidity risk] (repec:oup:rasset:v:12:y:2022:i:1:p:1-52.)
by Andrea Frazzini & Lasse Heje Pedersen - Active and Passive Investing: Understanding Samuelson’s Dictum
[A noisy rational expectations equilibrium for multi-asset securities markets] (repec:oup:rasset:v:12:y:2022:i:2:p:389-446.)
by Nicolae Gârleanu & Lasse Heje Pedersen - Adverse Selection and the Required Return (repec:oup:rfinst:v:17:y:2004:i:3:p:643-665)
by Nicolae Gârleanu - Valuation in Over-the-Counter Markets (repec:oup:rfinst:v:20:y:2007:i:6:p:1865-1900)
by Darrell Duffie & Nicolae Gârleanu & Lasse Heje Pedersen - Demand-Based Option Pricing (repec:oup:rfinst:v:22:y:2009:i:10:p:4259-4299)
by Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman - Market Liquidity and Funding Liquidity (repec:oup:rfinst:v:22:y:2009:i:6:p:2201-2238)
by Markus K. Brunnermeier & Lasse Heje Pedersen - Margin-based Asset Pricing and Deviations from the Law of One Price (repec:oup:rfinst:v:24:y:2011:i:6:p:1980-2022)
by Nicolae Gârleanu & Lasse Heje Pedersen - Measuring Systemic Risk (repec:oup:rfinst:v:30:y:2017:i:1:p:2-47.)
by Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson - Risk Everywhere: Modeling and Managing Volatility (repec:oup:rfinst:v:31:y:2018:i:7:p:2729-2773.)
by Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen - Is Capital Structure Irrelevant with ESG Investors? (repec:oup:rfinst:v:38:y:2025:i:8:p:2362-2385.)
by Peter Feldhütter & Lasse Heje Pedersen - Liquidity and Asset Prices (repec:pra:mprapa:24768)
by Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje - Carry Trades and Currency Crashes (repec:pri:econom:2008-1)
by Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen - Introduction (repec:pup:chapts:10441-1)
by Lasse Heje Pedersen - Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined (repec:pup:pbooks:10441)
by Lasse Heje Pedersen - Two Monetary Tools: Interest-Rates and Haircuts (repec:red:sed010:1102)
by Nicolae B. Garleanu & Lasse Heje Pedersen & Adam B. Ashcraft - Generalized Recovery (repec:red:sed016:935)
by Lasse Pedersen & David Lando & Christian Skov Jensen - Quality minus junk (repec:spr:reaccs:v:24:y:2019:i:1:d:10.1007_s11142-018-9470-2)
by Clifford S. Asness & Andrea Frazzini & Lasse Heje Pedersen - Leverage Aversion and Risk Parity (repec:taf:ufajxx:v:68:y:2012:i:1:p:47-59)
by Clifford S. Asness & Andrea Frazzini & Lasse H. Pedersen - “Will My Risk Parity Strategy Outperform?”: A Comment (repec:taf:ufajxx:v:69:y:2013:i:2:p:12048167)
by Clifford Asness & Andrea Frazzini & Lasse H. Pedersen - Low-Risk Investing without Industry Bets (repec:taf:ufajxx:v:70:y:2014:i:4:p:24-41)
by Clifford S. Asness & Andrea Frazzini & Lasse H. Pedersen - Which Trend Is Your Friend? (repec:taf:ufajxx:v:72:y:2016:i:3:p:51-66)
by Ari Levine & Lasse Heje Pedersen - Sharpening the Arithmetic of Active Management (repec:taf:ufajxx:v:74:y:2018:i:1:p:21-36)
by Lasse Heje Pedersen - Buffett’s Alpha (repec:taf:ufajxx:v:74:y:2018:i:4:p:35-55)
by Andrea Frazzini & David Kabiller & Lasse Heje Pedersen - Enhanced Portfolio Optimization (repec:taf:ufajxx:v:77:y:2021:i:2:p:124-151)
by Lasse Heje Pedersen & Abhilash Babu & Ari Levine - Hedge Funds in the Aftermath of the Financial Crisis (repec:wly:finmar:v:18:y:2009:i:2:p:155-156)
by Stephen Brown & Marcin Kacperczyk & Alexander Ljungqvist & Anthony Lynch & Lasse Pedersen & Matthew Richardson - Regulating Systemic Risk (repec:wly:finmar:v:18:y:2009:i:2:p:174-175)
by Viral V. Acharya & Lasse Pedersen & Thomas Philippon & Matthew Richardson - Taxing Systemic Risk (repec:wsi:wschap:9789814417501_0004)
by Viral V. Acharya & Lasse Pedersen & Thomas Philippon & Matthew Richardson