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 journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-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 paperResearch

Prizes

Activities

  • 1 Lecture and oral contribution

Betting Against Beta

Lasse Heje Pedersen (Speaker)
24 Apr 2012

Activity: Talk or presentationLecture 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

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