lhpfi
Department of Finance
- Center for Big Data in Finance (BIGFI)
Lasse Heje
Pedersen
Professor
,
PhD, Director of the Center for Big Data in Finance
Room:
SOL/A4.06
Tel:
+4538153902
E-mail:
lhp.fi@cbs.dk
179911
Presentation
Lasse Heje Pedersen is professor of finance at Copenhagen Business School, director of the Center for Big Data in Finance (BIGFI), a principal at AQR Capital Management, and a Research Fellow at the Centre for Economic Policy Research (CEPR). He has served as Director of the American Finance Association, in the Liquidity Working Group meeting at the Federal Reserve Bank of New York to address liquidity issues, in the New York Fed’s Monetary Policy Panel, on the Economic Advisory Boards of NASDAQ and FTSE, and on the editorial boards of the Journal of Finance, Journal of Economic Theory, The Review of Asset Pricing Studies, and Quarterly Journal of Economics. His academic awards include the Bernácer Prize to the best E.U. economist under 40 years of age, the Banque de France-TSE Prize, Fama-DFA Prizes, the Michael Brennan Award, the Brattle Prize, and the Graham and Dodd Award. Lasse received his B.S. and M.S. from University of Copenhagen and his Ph.D. from Stanford University Graduate School of Business. He has authored a number of highly cited research papers and his latest book is Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined.
Primary research areas
- Liquidity risk
- Asset pricing
- Financial frictions, crisis, and systemic risk
- Portfolio selection and dynamic trading
Social media
Links
Link to this homepage
www.cbs.dk/en/staff/lhpfi
Courses
Asset Management and Hedge Fund Strategies
Selected publications
- Asset Pricing with Liquidity Risk, Viral Acharya and Lasse Heje Pedersen (2005), Journal of Financial Economics, 77, 375-410.
- Market Liquidity and Funding Liquidity, Markus Brunnermeier and Lasse H. Pedersen (2009), The Review of Financial Studies, 22, 2201-2238.
- Margin-Based Asset Pricing and Deviations from the Law of One Price, Nicolae Garleanu and Lasse Heje Pedersen (2011), The Review of Financial Studies, 24(6), 1980-2022.
- Over-the-Counter Markets, Darrell Duffie, Nicolae Garleanu, and Lasse Heje Pedersen (2005), Econometrica, 73, 1815-1847.
- Value and Momentum Everywhere, Cliff Asness, Tobias Moskowitz, and Lasse Heje Pedersen (2013), The Journal of Finance 68(3), 929-985.
Publications sorted by:
2024
Peter Feldhütter; Lasse Heje Pedersen / Is Capital Structure Irrelevant with ESG Investors?
In: The Review of Financial Studies, 14.10.2024
In: The Review of Financial Studies, 14.10.2024
Journal article > peer review
2023
Theis Ingerslev Jensen; Bryan T. Kelly; Lasse Heje Pedersen / Is There a Replication Crisis in Finance?
In: Journal of Finance, Vol. 78, No. 5, 10.2023, p. 2465-2518
In: Journal of Finance, Vol. 78, No. 5, 10.2023, p. 2465-2518
Journal article > peer review
Bryan T. Kelly; Semyon Malamud; Lasse Heje Pedersen / Principal Portfolios
In: Journal of Finance, Vol. 78, No. 1, 2.2023, p. 347-387
In: Journal of Finance, Vol. 78, No. 1, 2.2023, p. 347-387
Journal article > peer review
2022
Nicolae Gârleanu ; Lasse Heje Pedersen / Active and Passive Investing : Understanding Samuelson’s Dictum.
In: The Review of Asset Pricing Studies, Vol. 12, No. 2, 6.2022, p. 389-446
In: The Review of Asset Pricing Studies, Vol. 12, No. 2, 6.2022, p. 389-446
Journal article > peer review
Andrea Frazzini; Lasse Heje Pedersen / Embedded Leverage
In: The Review of Asset Pricing Studies, Vol. 12, No. 1, 3.2022, p. 1-52
In: The Review of Asset Pricing Studies, Vol. 12, No. 1, 3.2022, p. 1-52
Journal article > peer review
Lasse Heje Pedersen / Game On : Social Networks and Markets.
Paper presented at ASSA 2022 Virtual Annual Meeting, 2022
Paper presented at ASSA 2022 Virtual Annual Meeting, 2022
Paper > peer review
Lasse Heje Pedersen / Game On : Social Networks and Markets.
In: Journal of Financial Economics, Vol. 146, No. 3, 12.2022, p. 1097-1119
In: Journal of Financial Economics, Vol. 146, No. 3, 12.2022, p. 1097-1119
Journal article > peer review
Theis Ingerslev Jensen; Bryan T. Kelly; Lasse Heje Pedersen / Is There a Replication Crisis in Finance?
Paper presented at The 82nd Annual Meeting of American Finance Association. AFA 2022, 2022
Paper presented at The 82nd Annual Meeting of American Finance Association. AFA 2022, 2022
Paper > peer review
Theis Ingerslev Jensen; Bryan T. Kelly; Semyon Malamud; Lasse Heje Pedersen / Machine Learning and the Implementable Efficient Frontier
Zürich : Swiss Finance Institute 2022, 70 p. (Swiss Finance Institute Research Paper Series, No. 22-63)
Zürich : Swiss Finance Institute 2022, 70 p. (Swiss Finance Institute Research Paper Series, No. 22-63)
Working paper
2021
Clifford S. Asness; John M. Liew; Lasse Heje Pedersen; Ashwin K. Thapar / Deep Value
In: The Journal of Portfolio Management, Vol. 47, No. 4, 2021, p. 11-40
In: The Journal of Portfolio Management, Vol. 47, No. 4, 2021, p. 11-40
Journal article > peer review
2021
Lasse Heje Pedersen; Abhilash Babu; Ari Levine / Enhanced Portfolio Optimization
In: Financial Analysts Journal, Vol. 77, No. 2, 2021, p. 124-151
In: Financial Analysts Journal, Vol. 77, No. 2, 2021, p. 124-151
Journal article > peer review
Theis Ingerslev Jensen; Bryan T. Kelly; Lasse Heje Pedersen / Is There a Replication Crisis in Finance?
Cambridge, MA : National Bureau of Economic Research (NBER) 2021, 52 p. (National Bureau of Economic Research. Working Paper Series, No. 28432)
Cambridge, MA : National Bureau of Economic Research (NBER) 2021, 52 p. (National Bureau of Economic Research. Working Paper Series, No. 28432)
Working paper
Theis Ingerslev Jensen; Bryan T. Kelly; Lasse Heje Pedersen / Is There a Replication Crisis in Finance?
Paper presented at China International Conference in Finance 2021, 2021
Paper presented at China International Conference in Finance 2021, 2021
Paper > peer review
Lasse Heje Pedersen; Shaun Fitzgibbons; Lukasz Pomorski / Responsible Investing : The ESG-efficient Frontier.
In: Journal of Financial Economics, Vol. 142, No. 2, 11.2021, p. 572-597
In: Journal of Financial Economics, Vol. 142, No. 2, 11.2021, p. 572-597
Journal article > peer review
2020
Clifford S. Asness; Andrea Frazzini; Niels Joachim Gormsen; Lasse Heje Pedersen / Betting Against Correlation : Testing Theories of the Low-risk Effect.
In: Journal of Financial Economics, Vol. 135, No. 3, 3.2020, p. 629-652
In: Journal of Financial Economics, Vol. 135, No. 3, 3.2020, p. 629-652
Journal article > peer review
Ron Alquist; Andrea Frazzini; Antti Ilmanen; Lasse Heje Pedersen / Fact and Fiction about Low-Risk Investing
In: Journal of Portfolio Management, Vol. 46, No. 6, 6.2020, p. 72-92
In: Journal of Portfolio Management, Vol. 46, No. 6, 6.2020, p. 72-92
Journal article > peer review
Bryan T. Kelly; Semyon Malamud; Lasse H. Pedersen / Principal Portfolios
Cambridge, MA : National Bureau of Economic Research (NBER) 2020, 62 p. (National Bureau of Economic Research. Working Paper Series, No. 27388)
Cambridge, MA : National Bureau of Economic Research (NBER) 2020, 62 p. (National Bureau of Economic Research. Working Paper Series, No. 27388)
Working paper
Abhilash Babu; Ari Levine; Yao Hua Ooi; Lasse Heje Pedersen; Erik Stamelos / Trends Everywhere
In: Journal of Investment Management, Vol. 18, No. 1, 2020, p. 52-68
In: Journal of Investment Management, Vol. 18, No. 1, 2020, p. 52-68
Journal article > peer review
2019
Viral V. Acharya; Lasse Heje Pedersen / Economics with Market Liquidity Risk
In: Critical Finance Review, Vol. 8, No. 1-2, 17.12.2019, p. 111-125
In: Critical Finance Review, Vol. 8, No. 1-2, 17.12.2019, p. 111-125
Journal article > peer review
Christian Skov Jensen; David Lando; Lasse Heje Pedersen / Generalized Recovery
In: Journal of Financial Economics, Vol. 133, No. 1, 7.2019, p. 154-174
In: Journal of Financial Economics, Vol. 133, No. 1, 7.2019, p. 154-174
Journal article > peer review
2019
Clifford S. Asness; Andrea Frazzini; Lasse Heje Pedersen / Quality Minus Junk
In: Review of Accounting Studies, Vol. 24, No. 1, 2019, p. 34–112
In: Review of Accounting Studies, Vol. 24, No. 1, 2019, p. 34–112
Journal article > peer review
2018
Clifford S. Asness; Andrea Frazzini; Niels Joachim Gormsen; Lasse Heje Pedersen / Betting Against Correlation : Testing Theories of the Low-risk Effect.
London : Centre for Economic Policy Research 2018, 65 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12686)
London : Centre for Economic Policy Research 2018, 65 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12686)
Working paper
Andrea Frazzini; David Kabiller; Lasse Heje Pedersen / Buffett's Alpha
In: Financial Analysts Journal, Vol. 74, No. 4, 2018, p. 35-55
In: Financial Analysts Journal, Vol. 74, No. 4, 2018, p. 35-55
Journal article > peer review
Ralph S.J. Koijen; Tobias Moskowitz; Lasse Heje Pedersen; Evert B. Vrugt / Carry
In: Journal of Financial Economics, Vol. 127, No. 2, 2.2018, p. 197-225
In: Journal of Financial Economics, Vol. 127, No. 2, 2.2018, p. 197-225
Journal article > peer review
Clifford S. Asness; John M. Liew; Lasse Heje Pedersen; Ashwin K. Thapar / Deep Value
London : Centre for Economic Policy Research 2018, 62 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12685)
London : Centre for Economic Policy Research 2018, 62 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12685)
Working paper
Nicolae Garleanu; Lasse Heje Pedersen / Efficiently Inefficient Markets for Assets and Asset Management
London : Centre for Economic Policy Research 2018, 65 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12664)
London : Centre for Economic Policy Research 2018, 65 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12664)
Working paper
Nicolae Garleanu; Lasse Heje Pedersen / Efficiently Inefficient Markets for Assets and Asset Management
In: Journal of Finance, Vol. 73, No. 4, 2018, p. 1663-1712
In: Journal of Finance, Vol. 73, No. 4, 2018, p. 1663-1712
Journal article > peer review
David Lando; Lasse Heje Pedersen; Christian Skov Jensen / Generalized Recovery
London : Centre for Economic Policy Research 2018, 66 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12665)
London : Centre for Economic Policy Research 2018, 66 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12665)
Working paper
Tim Bollerslev; Benjamin Hood; John Huss; Lasse Heje Pedersen / Risk Everywhere : Modeling and Managing Volatility.
London : Centre for Economic Policy Research 2018, p. 57 (Centre for Economic Policy Research. Discussion Papers, No. DP12687)
London : Centre for Economic Policy Research 2018, p. 57 (Centre for Economic Policy Research. Discussion Papers, No. DP12687)
Working paper
Tim Bollerslev; Benjamin Hood; John Huss; Lasse Heje Pedersen / Risk Everywhere : Modeling and Managing Volatility.
In: Review of Financial Studies, Vol. 31, No. 7, 7.2018, p. 2730-2773
In: Review of Financial Studies, Vol. 31, No. 7, 7.2018, p. 2730-2773
Journal article > peer review
2018
Lasse Heje Pedersen / Sharpening the Arithmetic of Active Management
In: Financial Analysts Journal, Vol. 74, No. 1, 2018, p. 21-36
In: Financial Analysts Journal, Vol. 74, No. 1, 2018, p. 21-36
Journal article > peer review
Clifford S. Asness; Andrea Frazzini; Ronen Israel; Lasse Heje Pedersen / Size Matters, if You Control Your Junk
London : Centre for Economic Policy Research 2018, 58 p. (Centre for Economic Policy Research. Discussion Papers, No. 12684)
London : Centre for Economic Policy Research 2018, 58 p. (Centre for Economic Policy Research. Discussion Papers, No. 12684)
Working paper
Clifford S. Asness; Andrea Frazzini; Ronen Israel; Tobias J. Moskowitz; Lasse Heje Pedersen / Size Matters, if You Control Your Junk
In: Journal of Financial Economics, Vol. 129, No. 3, 9.2018, p. 479-509
In: Journal of Financial Economics, Vol. 129, No. 3, 9.2018, p. 479-509
Journal article > peer review
2017
Brian Hurst,; Yao Hua Ooi; Lasse Heje Pedersen / A Century of Evidence on Trend-Following Investing
In: The Journal of Portfolio Management, Vol. 44, No. 1, 1.2017, p. 15-29
In: The Journal of Portfolio Management, Vol. 44, No. 1, 1.2017, p. 15-29
Journal article > peer review
Ken L. Bechmann; Lasse Heje Pedersen / Aktiv kontra passiv forvaltning
In: Finans/Invest, No. 3, 2017, p. 2-4
In: Finans/Invest, No. 3, 2017, p. 2-4
Editorial
Christian Skov Jensen; David Lando; Lasse Heje Pedersen / Generalized Recovery
www : SSRN: Social Science Research Network 2017, 63 p.
www : SSRN: Social Science Research Network 2017, 63 p.
Working paper
Christian Skov Jensen; David Lando; Lasse Heje Pedersen / Generalized Recovery
Paper presented at The 77th Annual Meeting of American Finance Association. AFA 2017, 2017
Paper presented at The 77th Annual Meeting of American Finance Association. AFA 2017, 2017
Paper > peer review
Viral V. Acharya; Lasse Heje Pedersen; Thomas Philippon; Matthew Richardson / Measuring Systemic Risk
In: The Review of Financial Studies, Vol. 30, No. 1, 1.2017, p. 2-47
In: The Review of Financial Studies, Vol. 30, No. 1, 1.2017, p. 2-47
Journal article > peer review
Cliff Asness; Andrea Frazzini; Ronen Israel; Tobias Moskowitz; Lasse Heje Pedersen / Size Matters, if you Control Your Junk
Paper presented at The 77th Annual Meeting of American Finance Association. AFA 2017, 2017
Paper presented at The 77th Annual Meeting of American Finance Association. AFA 2017, 2017
Paper > peer review
2016
Nicolae Garleanu; Lasse Heje Pedersen / Dynamic Portfolio Choice with Frictions
In: Journal of Economic Theory, Vol. 165, 9.2016, p. 487-516
In: Journal of Economic Theory, Vol. 165, 9.2016, p. 487-516
Journal article > peer review
2016
Mads Vestergaard Jensen; Lasse Heje Pedersen / Early Option Exercise : Never Say Never.
In: Journal of Financial Economics, Vol. 121, No. 2, 8.2016, p. 278-299
In: Journal of Financial Economics, Vol. 121, No. 2, 8.2016, p. 278-299
Journal article > peer review
Christian Skov Jensen; David Lando; Lasse Heje Pedersen / Generalized Recovery
Paper presented at 2016 Annual Meeting of the Society for Economic Dynamics , 2016
Paper presented at 2016 Annual Meeting of the Society for Economic Dynamics , 2016
Paper > peer review
Christian Skov Jensen; David Lando; Lasse Heje Pedersen / Generalized Recovery
Paper presented at The 43rd European Finance Association Annual Meeting (EFA 2016), 2016
Paper presented at The 43rd European Finance Association Annual Meeting (EFA 2016), 2016
Paper > peer review
Ari Levine; Lasse Heje Pedersen / Which Trend is your Friend?
In: Financial Analysts Journal, Vol. 72, No. 3, 2016, p. 51-66
In: Financial Analysts Journal, Vol. 72, No. 3, 2016, p. 51-66
Journal article > peer review
2015
Lasse Heje Pedersen; Mads Vestergaard Jensen / Early Option Exercise : Never Say Never.
London : Centre for Economic Policy Research 2015, 64 p. (Centre for Economic Policy Research. Discussion Papers, No. 11019)
London : Centre for Economic Policy Research 2015, 64 p. (Centre for Economic Policy Research. Discussion Papers, No. 11019)
Working paper
Lasse Heje Pedersen / Efficiently Inefficient : How Smart Money Invests and Market Prices Are Determined.
Princeton, NJ : Princeton University Press 2015, 348 p.
Princeton, NJ : Princeton University Press 2015, 348 p.
Book > peer review
Nicolae Garleanu; Lasse Heje Pedersen / Efficiently Inefficient Markets for Assets and Assets Management
Cambridge, MA : National Bureau of Economic Research (NBER) 2015, 54 p. (National Bureau of Economic Research. Working Paper Series, No. 21563)
Cambridge, MA : National Bureau of Economic Research (NBER) 2015, 54 p. (National Bureau of Economic Research. Working Paper Series, No. 21563)
Working paper
Clifford S. Asness; Andrea Frazzini; Lasse Heje Pedersen / Quality Minus Junk
Paper presented at The 75th Annual Meeting of American Finance Association. AFA 2015, 2015
Paper presented at The 75th Annual Meeting of American Finance Association. AFA 2015, 2015
Paper > peer review
2014
Andrea Frazzini; Lasse Heje Pedersen / Betting against Beta
In: Journal of Financial Economics, Vol. 111, No. 1, 2014, p. 1-25
In: Journal of Financial Economics, Vol. 111, No. 1, 2014, p. 1-25
Journal article > peer review
Clifford S. Asness; Andrea Frazzini; Lasse Heje Pedersen / Low-Risk Investing without Industry Bets
In: Financial Analysts Journal, Vol. 70, No. 4, 2014, p. 24-41
In: Financial Analysts Journal, Vol. 70, No. 4, 2014, p. 24-41
Journal article > peer review
2014
John Geanakoplos; Lasse Heje Pedersen / Monitoring Leverage
In: Risk Topography: Systemic Risk and Macro Modeling. . ed. /Markus Brunnermeier; Arvind Krishnamurthy. Chicago : University of Chicago Press 2014, p. 113-127
In: Risk Topography: Systemic Risk and Macro Modeling. . ed. /Markus Brunnermeier; Arvind Krishnamurthy. Chicago : University of Chicago Press 2014, p. 113-127
Book chapter > peer review
2013
Andrea Frazzini; David Kabiller; Lasse Heje Pedersen / Buffett's Alpha
Cambridge, MA : National Bureau of Economic Research (NBER) 2013, 45 p. (National Bureau of Economic Research. Working Paper Series, No. 19681)
Cambridge, MA : National Bureau of Economic Research (NBER) 2013, 45 p. (National Bureau of Economic Research. Working Paper Series, No. 19681)
Working paper
Ralph S.J. Koijen; Tobias J. Moskowitz; Lasse Heje Pedersen; Evert B. Vrugt / Carry
Cambridge, MA : National Bureau of Economic Research (NBER) 2013, 63 p. (National Bureau of Economic Research. Working Paper Series, No. 19325)
Cambridge, MA : National Bureau of Economic Research (NBER) 2013, 63 p. (National Bureau of Economic Research. Working Paper Series, No. 19325)
Working paper
Brian Hurst,; Yao Hua Ooi; Lasse Heje Pedersen / Demystifying Managed Futures
In: Journal of Investment Management, Vol. 11, No. 3, 2013, p. 42-58
In: Journal of Investment Management, Vol. 11, No. 3, 2013, p. 42-58
Journal article > peer review
Nicolae Gârleanu; Lasse Heje Pedersen / Dynamic Trading with Predictable Returns and Transaction Costs
In: Journal of Finance, Vol. 68, No. 6, 12.2013, p. 2309–2340
In: Journal of Finance, Vol. 68, No. 6, 12.2013, p. 2309–2340
Journal article > peer review
Viral V. Acharya; Lasse Heje Pedersen; Thomas Philippon; Matthew Richardson / How to Calculate Systemic Risk Surcharges
In: Quantifying Systemic Risk. ed. /Joseph G. Haubrich ; Andrew W. Lo. Chicago : University of Chicago Press Quantifying Systemic Risk, 2013, p. 175-212 (National Bureau of Economic Research Conference Report)
In: Quantifying Systemic Risk. ed. /Joseph G. Haubrich ; Andrew W. Lo. Chicago : University of Chicago Press Quantifying Systemic Risk, 2013, p. 175-212 (National Bureau of Economic Research Conference Report)
Book chapter > peer review
Yakov Amihud; Haim Mendelson; Lasse Heje Pedersen / Market Liquidity : Asset Pricing, Risk, and Crises .
Cambridge : Cambridge University Press 2013, 277 p.
Cambridge : Cambridge University Press 2013, 277 p.
Book > peer review
Viral V. Acharya; Lasse Heje Pedersen; Thomas Philippon; Matthew Richardson / Taxing Systemic Risk
In: Managing and Measuring Risk: Emerging Global Standards and Regulation After the Financial Crisis. . ed. /Oliviero Roggi; Edward Altman. Singapore : World Scientific 2013, p. 99-122 (World Scientific Series in Finance, Vol. 5)
In: Managing and Measuring Risk: Emerging Global Standards and Regulation After the Financial Crisis. . ed. /Oliviero Roggi; Edward Altman. Singapore : World Scientific 2013, p. 99-122 (World Scientific Series in Finance, Vol. 5)
Book chapter > peer review
Clifford S. Asness; Tobias Moskowitz; Lasse Heje Pedersen / Value and Momentum Everywhere
In: Journal of Finance, Vol. 68, No. 3, 6.2013, p. 929-985
In: Journal of Finance, Vol. 68, No. 3, 6.2013, p. 929-985
Journal article > peer review
Clifford Asness; Andrea Frazzini; Lasse Heje Pedersen / “Will My Risk Parity Strategy Outperform?” : A Comment .
In: Financial Analysts Journal, Vol. 69, No. 2, 2013, p. 12-15
In: Financial Analysts Journal, Vol. 69, No. 2, 2013, p. 12-15
Comment/debate
2012
Brian Hurst; Yao Hua Ooi; Lasse Heje Pedersen / A Century of Evidence on Trend-Following Investing : Executive Summary.
Greenwich, CT : AQR Capital Management, LLC 2012, 12 p.
Greenwich, CT : AQR Capital Management, LLC 2012, 12 p.
Working paper
Andrea Frazzini; Lasse Heje Pedersen / Betting Against Beta
www : SSRN: Social Science Research Network 2012, 85 p. (Swiss Finance Institute Research Paper Series, No. 12-17)
www : SSRN: Social Science Research Network 2012, 85 p. (Swiss Finance Institute Research Paper Series, No. 12-17)
Working paper
Andrea Frazzini; David Kabiller; Lasse Heje Pedersen / Buffett’s Alpha
New Haven, CT : Yale University 2012, 10 p.
New Haven, CT : Yale University 2012, 10 p.
Working paper
Nicolae Garleanu; Lasse Heje Pedersen / Dynamic Trading with Predictable Returns and Transaction Costs
Paper presented at The 39th European Finance Association Annual Meeting (EFA 2012), 2012
Paper presented at The 39th European Finance Association Annual Meeting (EFA 2012), 2012
Paper > peer review
Andrea Frazzini; Lasse Heje Pedersen / Embedded Leverage
Cambridge, MA : National Bureau of Economic Research (NBER) 2012, 60 p. (National Bureau of Economic Research. Working Paper Series, No. 18558)
Cambridge, MA : National Bureau of Economic Research (NBER) 2012, 60 p. (National Bureau of Economic Research. Working Paper Series, No. 18558)
Working paper
Clifford Asness; Andrea Frazzini; Lasse Heje Pedersen / Leverage Aversion and Risk Parity
In: Financial Analysts Journal, Vol. 68, No. 1, 2012, p. 47-59
In: Financial Analysts Journal, Vol. 68, No. 1, 2012, p. 47-59
Journal article > peer review
Viral V. Acharya; Lasse Heje Pedersen; Thomas Philippon; Matthew P. Richardson / Measuring Systemic Risk
London : Centre for Economic Policy Research 2012, 33 p. (Centre for Economic Policy Research. Discussion Papers, No. 8824)
London : Centre for Economic Policy Research 2012, 33 p. (Centre for Economic Policy Research. Discussion Papers, No. 8824)
Working paper
Lasse Heje Pedersen / Measuring Systemic Risk
Abstract from Swissquote Conference 2012, 2012
Abstract from Swissquote Conference 2012, 2012
Conference abstract for conference > peer review
Tobias J. Moskowitz; Yao Hua Ooi; Lasse Heje Pedersen / Time Series Momentum
In: Journal of Financial Economics, Vol. 104, No. 2, 2012, p. 228-250
In: Journal of Financial Economics, Vol. 104, No. 2, 2012, p. 228-250
Journal article > peer review
Clifford S. Asness; Tobias J. Moskowitz ; Lasse Heje Pedersen / Value and Momentum Everywhere
Chicago, IL : The University of Chicago Booth School of Business 2012, 70 p. (Chicago Booth Paper, No. 12-53)
Chicago, IL : The University of Chicago Booth School of Business 2012, 70 p. (Chicago Booth Paper, No. 12-53)
Working paper
More results... (total 70 results)
2024
Lasse Heje Pedersen (Performer) ; Anja C. Andersen (Producer) ; Mette Holbæk (Producer) / Grønne investeringer: Kan det betale sig? : Videnskab fra vilde hjerner.
København : Niels Bohr Institutet, Københavns Universitet 2024
København : Niels Bohr Institutet, Københavns Universitet 2024
Sound/Visual production (digital)
Lasse Heje Pedersen (Performer) ; Alissa Kleinnijenhuis (Producer) ; Tim Phillips (Producer) / Will Tax or Finance Get us to Net Zero? : VoxTalks Economics; S7 Ep32.
London : Centre for Economic Policy Research 2024
London : Centre for Economic Policy Research 2024
Sound/Visual production (digital)
2021
Lasse Heje Pedersen (Producer) / Rig på viden. E39 : Meme-aktier med Lasse Heje.
København : Rig på viden 2021
København : Rig på viden 2021
Sound/Visual production (digital)
2020
Lasse Heje Pedersen; Shaun Fitzgibbons; Lukasz Pomorski / Responsible Investing : The ESG-efficient Frontier.
London : PRI Association 24.3.2020
London : PRI Association 24.3.2020
Net publication - Internet publication
2024
Rushing for the Financial Exits
10/07/2024 // Snbchf // Mark Thornton
Bedste danske økonomer 2024
05/05/2024 // Punditokraterne.dk // Christian Bjørnskov
Prognose von Aktienrenditen: Global vs. Lokal
30/01/2024 // Absolut Report
2023
AQR points to trend-following strategies as outlook is bleak for traditional assets
04/12/2023 // Amwatch.dk // Amwatch
Robustheit von Faktoren bei Unternehmensanleihen
28/11/2023 // Absolut Research
Compte-rendu du Conseil scientifique de l'AMF - 21 juin 2023
27/09/2023 // amf-france.org
The financial replication crisis revisited
15/09/2023 // FT.com // Robin Wigglesworth
Betting on quality stocks instead of junk is easier than you may think
23/08/2023 // Morningstar // Mark Hulbert
Nyt forskningscenter vil minimere risikoen for en ny finanskrise
03/05/2023 // Sciencereport.dk // Morten Frølich
Bedste danske økonomer 2023
25/04/2023 // Punditokraterne.dk // Christian Bjørnskov
2023
Nytt center för finansforskning genom big data öppnar på CBS
08/03/2023 // News Øresund Sverige // Anna Palmehag
Officiel åbning af forskningscenter for big data-analyse af den finansielle verden
08/03/2023 // Cbs.dk (Copenhagen Business School)
CBS lancerer hidtil største satsning på finansforskning
06/03/2023 // Børsen.dk // David Bentow
CBS åbner forskningscenter med finans i fokus
06/03/2023 // Finanswatch.dk // Mikkel Holmgaard Winding
2022
Center for Financial Frictions (FRIC) says farewell
05/10/2022 // Cbs.dk (Copenhagen Business School)
Lasse Heje Pedersen må stille op til selfies: Har opnået stjernestatus
03/10/2022 // Jyllands-Posten // Daniel Skinbjerg
Finance researcher gets asked for selfies after predicting market crash
03/10/2022 // Amwatch.dk // Daniel Skinbjerg, translated by Catherine Brett
Dansk topforsker får 59 mio kr til finansiel grundforskning
09/06/2022 // Borsenpro.dk/finans // David Bentow
Dansk topforsker får 59 mio. kr. til finansiel grundforskning
09/06/2022 // Borsen.dk/nyheder/finans // David Bentow
11 nye grundforskningscentre får 625 mio kr. i støtte
07/06/2022 // Ing.dk (Ingeniøren) // Jens Ramskov
2022
CBS får et grundforskningscenter i Big Data in Finance
07/06/2022 // Cbs.dk (Copenhagen Business School)
Nyt center vil grave dybt i data om finansverdenen
07/06/2022 // Finanswatch.dk, Itwatch.dk // Thomas Nygaard Madsen
New financial research center to identify novel patterns in big data
07/06/2022 // Amwatch.dk // Søren Rathlou Top
Bedste danske økonomer 2022
25/04/2022 // Punditokraterne.dk // Christian Bjørnskov
2021
This Was the Year When Finance Jumped the Doge
29/12/2021 // Wired // Gian M. Volpicelli
55 danske forskere er blandt verdens mest citerede
29/11/2021 // Sciencereport.dk // Nana Elving Hansen
CBS PhD Fellow answers billion-dollar question: Can financial crises be predicted?
02/11/2021 // Cbswire.dk // Anne Thora Lykkegaard
Webinar with Lasse Heje Pedersen
18/02/2021 // Cbs.dk (Copenhagen Business School)
Bekymrede investorer: Passiv investering skævvrider aktiemarkedets spilleregler
13/02/2021 // Berlingske // Morten Laugesen
Småinvestorers farlige leg med aktie afslører rødglødende børsmarked
06/02/2021 // Berlingske // Morten Laugesen
2020
Hvem er de 'bedste' danske økonomer i 2020?
06/04/2020 // Punditokraterne.dk // Christian Bjørnskov
Hold dit aktieafkast i overhalingsbanen med momentumstrategi
28/02/2020 // Børsen // Flemming Østergaard
2019
AQR's Lasse Pedersen calls for honesty about ESG costs and benefits
28/11/2019 // Amwatch.dk // Hella Andersen
Topforsker og en rockstjerne i finansverdenen: Her er Lasse Heje Pedersens egne aktiestrategier
26/10/2019 // Penge.Børsen.dk // Peter Møller Christensen
Forskerstjerne med skarp puls på aktiemarkederne
25/10/2019 // Børsen // Peter Møller Christensen
Topforskerens egne aktiestrategier
25/10/2019 // Børsen
Usikkerheden vokser: Kender du risikoen på dine investeringer?
14/10/2019 // Jyllands-Posten // Lene Andersen
Mange kender ikke risici ved egne investeringer
14/10/2019 // Finans.dk // Lene Andersen
Danske Invest taber både til det globale og amerikanske marked
19/06/2019 // Børsen // Thomas Prange
Bedste danske økonomer 2019
09/05/2019 // Punditokraterne.dk // Christian Bjørnskov
2019
Der findes én, der slår markedet igen og igen og igen og...
03/05/2019 // Børsen // Gro Høyer Thielst
Bog af CBS professor udgives på japansk
09/02/2019 // djøfbladet
Andrea Frazzini, David Kabiller, and Lasse Heje Win CFA's Graham and Dodd Award
31/01/2019 // Funds Society
DU kan ikke slå markedet
23/01/2019 // Euroinvestor.dk
2018
Meet a Nordic financial research prodigy
02/07/2018 // Amwatch.dk // David Bentow
Supplér din portefølje med indeksfonde
30/05/2018 // Penge og Privatøkonomi // Søren Verup
Passive funds tracking an index lose out when its make-up changes
08/02/2018 // The Economist
2017
CBS- celebrity: He is rocking the financial world
19/12/2017 // Cbswire.dk
Forskning : Danskere på topforskerliste
09/12/2017 // djøfbladet
Ny liste: 29 danske forskere er blandt »verdens mest indflydelsesrige«
20/11/2017 // Videnskab.dk // Nina Ausum Agergaard
2017
Formuepleje arbejder for investorerne - derfor er vi aktive forvaltere
09/11/2017 // Formuepleje.dk // Søren Verup
Formuepleje arbejder for investorerne - derfor er vi aktive forvaltere
05/10/2017 // FORMUE // Søren Verup, kommunikationschef, Formuepleje soeren.verup@formuepleje.dk
Aktieprofessor elsker følelsen af at vide noget, ingen andre ved
10/08/2017 // Kristeligt Dagblad // Thue Ahrenkilde Holm
10 år efter spøger finanskrisen stadig
10/08/2017 // Kristeligt Dagblad // Thue Ahrenkilde Holm
PEITI Bedste danske økonomer, 2017
27/05/2017 // Punditokraterne.dk
Dansk professor leverer nye argumenter til debatten om aktiv og passiv investering
24/03/2017 // Investering.dk
2016
Hæder
27/01/2016 // Børsen
Dansk professor på liste over superhjerner
26/01/2016 // Berlingske
29 danske forskere er blandt verdens én procent mest citerede
26/01/2016 // Videnskab.dk
Sådan investerer Nobelstiftelsen sine milliarder
22/01/2016 // Finanswatch.dk // David Bentow
2016
Lasse Heje Pedersen on the list of The World's Most Influential Scientific Minds 2015
22/01/2016 // Cbs.dk (Copenhagen Business School)
2015
Efficient inefficiens
01/10/2015 // Finans/Invest, nr. 5, s. 38-39 // Jesper Berg
Aktiehandel sat på formel
09/09/2015 // Børsen // Kevin Grønnemann
Nobelprismodtager: "Det er tåbeligt at tro, at investorer kan forstå finansielle modeller bedre end folk som mig"
26/08/2015 // Finanswatch.dk // David Bentow
Nobelpristager skal holde foredrag på CBS
24/08/2015 // CBSObserver.dk
Kronik: Investorer skal løbe en større risiko
21/08/2015 // Børsen // Jesper Berg, bankdirektør, Nykredit Bank
Hedgefond og CBS hædrer unge finansforskere
15/06/2015 // Finanswatch.dk // David Bentow
Lasse Heje Pedersen wins the Fama-DFA prize
04/06/2015 // Cbs.dk (Copenhagen Business School)
Bog: Det fuldstændigt efficiente eller inefficiente marked findes ikke
02/06/2015 // Finanswatch.dk // Ogstrup Lunde
Bedste danske nationaløkonomer 2015
12/05/2015 // Punditokraterne.dk
2015
Femårs dag for flash crashet: Det kan ske igen
06/05/2015 // Finanswatch.dk // Ogstrup Lunde
Prisbelønnet aktieprofessors bedste tip
30/04/2015 // djøfbladet
Pensionsfår vover pelsen
26/03/2015 // Finans.dk // Christian Sehested
Hæder til finanskriseforsker
05/03/2015 // Børsen // Kim Betak
Dansk aktieprofessor er blandt verdens bedste
05/03/2015 // Berlingske // Lars Erik Skovgaard
CBS-forsker modtager EliteForsk-pris
26/02/2015 // Cbs.dk (Copenhagen Business School)
Finansverdens rockstjerne får topforsker-pris
26/02/2015 // Finanswatch.dk // David Bentow
2014
Down-To-Earth Investing Ideas From Ivory-Tower Finance Profs
10/12/2014 // Forbes // Daniel Fisher
Rang- eller vrangliste
17/06/2014 // Børsen // David Lando, professor, Institut for Finansiering og FRIC, CBS
2013
Nationalbankdirektøren indviede ny CBS-prisuddeling
10/06/2013 // CBSObserver.dk
2013
CBS stifter pris til de største forskertalenter i finansiering
15/05/2013 // Cbs.dk (Copenhagen Business School)
Buffetts Alpha
06/02/2013 // Finansanalytiker.dk (Den Danske Finansanalytiker
2012
Dansk stjerneforsker har gennemskuet Warren Buffett
15/11/2012 // Børsen // Jens Theil
Pengeregn fra Nykredit
13/11/2012 // Børsen // Niels Barfod
Nykredit overrækker forskningspriser
13/11/2012 // Presswire.dk
Lasse Heje Pedersen modtager Nykredits Fonds Forskningspris
24/10/2012 // Altinget.dk/Forskning
Forskning i finansielle kriser
24/10/2012 // Politiken
Internationalt anerkendt dansk forsker får Nykredit-pris
22/10/2012 // Presswire.dk
Over 18 millioner kroner fra eu til cbs-forskning
13/09/2012 // Presswire.dk
Over 18 millioner kroner fra EU til CBS-forskning
12/09/2012 // Cbs.dk (Copenhagen Business School)
2012
Det handler om at tænke stort
24/08/2012 // Jyllands-posten, Forskning & Innovation, s, 2, 4, 6 // Pernille Formsgaard
Dansk forsker kåret som Europas bedste økonom under 40 år
08/06/2012 // Djøfbladet
2011
Fitch holder øje med Danske bank
14/10/2011 // Dr P1 Radioavisen
Otte europæiske banker på observationsliste
14/10/2011 // DR P1 Radioavisen
More results... (total 94 results)
Research Projects
Outside activities
In addition to being a professor, I am affiliated with AQR Capital Management, a global investment management firm, which may or may not apply similar investment techniques or methods of analysis as described in my writings; the views expressed in my writings are those of the authors and not necessarily those of AQR. See my vita for further details on past and current positions.