Lasse Heje Pedersen

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Enhanced Portfolio Optimization
Pedersen, L. H., Babu, A. & Levine, A., 19 Feb 2021, In : Financial Analysts Journal. 28 p.
Research output: Contribution to journal › Journal article › Research › peer-review

Open Access
Is There a Replication Crisis in Finance?
Jensen, T. I., Kelly, B. T. & Pedersen, L. H., Feb 2021, Cambridge, MA: National Bureau of Economic Research (NBER), 52 p. (National Bureau of Economic Research. Working Paper Series; No. 28432).
Research output: Working paper › Research
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
Fact and Fiction about Low-Risk Investing
Alquist, R., Frazzini, A., Ilmanen, A. & Pedersen, L. H., Jun 2020, In : Journal of Portfolio Management. 46, 6, p. 72-92 21 p.
Research output: Contribution to journal › Journal article › Research › peer-review
Principal Portfolios
Kelly, B. T., Malamud, S. & Pedersen, L. H., Jun 2020, Cambridge, MA: National Bureau of Economic Research (NBER), 62 p. (National Bureau of Economic Research. Working Paper Series; No. 27388).
Research output: Working paper › Research

Betting Against Beta
Lasse Heje Pedersen (Speaker)
24 Apr 2012
Activity: Talk or presentation › Lecture and oral contribution