Lasse H. Pedersen

Latest Institution: Copenhagen Business School

All Institutions: Copenhagen Business School; New York University; Centre for Economic Policy Research; NYU Stern; AQR Capital Management


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Liquidity and Risk Management

Year: 2007
Journal: American Economic Review
Authors: Nicolae B. Garleanu; Lasse H. Pedersen

How Sovereign is Sovereign Credit Risk

Year: 2007
Journal: American Economic Journal: Macroeconomics
Authors: Francis A. Longstaff; Jun Pan; Lasse H. Pedersen; Kenneth J. Singleton

Carry Trades and Currency Crashes

Year: 2008
Journal: No Journal Matched
Authors: Markus K. Brunnermeier; Stefan Nagel; Lasse H. Pedersen

Dynamic Trading with Predictable Returns and Transaction Costs

Year: 2009
Journal: Journal of Finance
Authors: Nicolae B. Garleanu; Lasse H. Pedersen

Betting Against Beta

Year: 2010
Journal: Journal of Financial Economics
Authors: Andrea Frazzini; Lasse H. Pedersen

Measuring Systemic Risk

Year: 2012
Journal: Review of Financial Studies
Authors: Viral V. Acharya; Lasse H. Pedersen; Thomas Philippon; Matthew P. Richardson

Embedded Leverage

Year: 2012
Journal: Review of Asset Pricing Studies
Authors: Andrea Frazzini; Lasse H. Pedersen

Buffett's Alpha

Year: 2013
Journal: Financial Analysts Journal
Authors: Andrea Frazzini; David Kabiller; Lasse H. Pedersen

Efficiently Inefficient Markets for Assets and Asset Management

Year: 2015
Journal: Journal of Finance
Authors: Nicolae B. Garleanu; Lasse H. Pedersen

Principal Portfolios

Year: 2020
Journal: Journal of Finance
Authors: Bryan T. Kelly; Semyon Malamud; Lasse H. Pedersen


Author Disambiguation

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