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Lasse Heje Pedersen

 https://orcid.org/0000-0001-7126-5530
    20122020

    Research output per year

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    Research Output

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

    Asness, C. S., Frazzini, A., Gormsen, N. J. & Pedersen, L. H., Mar 2020, In : Journal of Financial Economics. 135, 3, p. 629-652 24 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

    Open Access

    Economics with Market Liquidity Risk

    Acharya, V. V. & Pedersen, L. H., 17 Dec 2019, In : Critical Finance Review. 8, 1-2, p. 111-125 15 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

    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 journal › Journal article › Research › peer-review

    Open Access
    File
    25 Downloads (Pure)

    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 journal › Journal article › Research › peer-review

    Open Access
    File

    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 paper › Research

    Prizes

    EliteForsk prisen

    Lasse Heje Pedersen (Recipient), 2015

    Prize

    Activities

    • 1 Lecture and oral contribution

    Betting Against Beta

    Lasse Heje Pedersen (Speaker)
    24 Apr 2012

    Activity: Talk or presentation › Lecture and oral contribution

    Press / Media

    Hold dit aktieafkast i overhalingsbanen med momentumstrategi

    Lasse Heje Pedersen

    28/02/2020

    1 Media contribution

    Press/Media: Press / Media

    AQR's Lasse Pedersen calls for honesty about ESG costs and benefits

    Lasse Heje Pedersen

    28/11/2019

    1 Media contribution

    Press/Media: Press / Media

    Topforsker og en rockstjerne i finansverdenen: Her er Lasse Heje Pedersens egne aktiestrategier

    Lasse Heje Pedersen

    26/10/2019

    1 Media contribution

    Press/Media: 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