No photo of Lasse Heje Pedersen
 

View Scopus Profile

Lasse Heje Pedersen

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

    Research output per year

    If you made any changes in Pure these will be visible here soon.

    Network Recent external collaboration on country level. Dive into details by clicking on the dots.

    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

    Open Access
    File
    6 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 journal › Journal article › Research › peer-review

    Open Access
    File
    41 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
    17 Downloads (Pure)

    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

    Pedersen, Lasse Heje (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

    Hvem er de 'bedste' danske økonomer i 2020?

    Nicolai J. Foss & Lasse Heje Pedersen

    06/04/2020

    1 Media contribution

    Press/Media: 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