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Research Output 2012 2018

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

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

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

Deep Value

Asness, C. S., Liew, J. M., Pedersen, L. H. & Thapar, A. K. 2018 London: Centre for Economic Policy Research, 62 p. (Centre for Economic Policy Research. Discussion Papers; No. DP12685).

Research output: Working paperResearch

Efficiently Inefficient Markets for Assets and Asset Management

Garleanu, N. & Pedersen, L. H. 2018 In : Journal of Finance. 73, 4, p. 1663-1712 50 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Activities 2012 2012

  • 1 Lecture and oral contribution

Betting Against Beta

Pedersen, L. H. (Speaker)
24 Apr 2012

Activity: Lecture and oral contribution

Press / Media

Supplér din portefølje med indeksfonde

Lasse Heje Pedersen

30/05/2018

1 media contribution

Press/Media: Press / Media

Passive funds tracking an index lose out when its make-up changes

Lasse Heje Pedersen

08/02/2018

1 media contribution

Press/Media: Press / Media

CBS- celebrity: He is rocking the financial world

Lasse Heje Pedersen

19/12/2017

1 media contribution

Press/Media: Press / Media

Forskning : Danskere på topforskerliste

Lasse Heje Pedersen

09/12/2017

1 media contribution

Press/Media: Press / Media