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Research Output 2012 2019

13 Downloads (Pure)

Generalized Recovery

Jensen, C. S., Lando, D. & Pedersen, L. H., Jul 2019, In : Journal of Financial Economics. 133, 1, p. 154-174 21 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Quality Minus Junk

Asness, C. S., Frazzini, A. & Pedersen, L. H., 2019, In : Review of Accounting Studies. 24, 1, p. 34–112 79 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access

Betting Against Correlation: Testing Theories of the Low-risk Effect

Asness, C. S., Frazzini, A., Gormsen, N. J. & Pedersen, L. H., 2018, London: Centre for Economic Policy Research, 65 p. (Centre for Economic Policy Research. Discussion Papers; No. DP12686).

Research output: Working paperResearch

83 Downloads (Pure)

Buffett's Alpha

Frazzini, A., Kabiller, D. & Pedersen, L. H., 2018, In : Financial Analysts Journal. 74, 4, p. 35-55 21 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Carry

Koijen, R. S. J., Moskowitz, T., Pedersen, L. H. & Vrugt, E. B., Feb 2018, In : Journal of Financial Economics. 127, 2, p. 197-225 29 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Activities 2012 2012

  • 1 Lecture and oral contribution

Betting Against Beta

Lasse Heje Pedersen (Speaker)
24 Apr 2012

Activity: Talk or presentationLecture and oral contribution

Press / Media

Forskerstjerne med skarp puls på aktiemarkederne

Lasse Heje Pedersen

25/10/2019

1 Media contribution

Press/Media: Press / Media

Topforskerens egne aktiestrategier

Lasse Heje Pedersen

25/10/2019

1 Media contribution

Press/Media: Press / Media

Usikkerheden vokser: Kender du risikoen på dine investeringer?

Lasse Heje Pedersen

14/10/2019

1 Media contribution

Press/Media: Press / Media