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Research Output 2012 2019

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Journal article
2019
4 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 journalJournal articleResearchpeer-review

Open Access
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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
2018
22 Downloads (Pure)

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
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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

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

115 Downloads (Pure)

Risk Everywhere: Modeling and Managing Volatility

Bollerslev, T., Hood, B., Huss, J. & Pedersen, L. H., Jul 2018, In : Review of Financial Studies. 31, 7, p. 2730-2773 44 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
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Sharpening the Arithmetic of Active Management

Pedersen, L. H., 2018, In : Financial Analysts Journal. 74, 1, p. 21-36 16 p.

Research output: Contribution to journalJournal articleResearchpeer-review

76 Downloads (Pure)

Size Matters, if You Control Your Junk

Asness, C. S., Frazzini, A., Israel, R., Moskowitz, T. J. & Pedersen, L. H., Sep 2018, In : Journal of Financial Economics. 129, 3, p. 479-509 31 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
2017

A Century of Evidence on Trend-Following Investing

Hurst, B., Ooi, Y. H. & Pedersen, L. H., Jan 2017, In : The Journal of Portfolio Management. 44, 1, p. 15-29 15 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Measuring Systemic Risk

Acharya, V. V., Heje Pedersen, L., Philippon, T. & Richardson, M., 2017, In : The Review of Financial Studies. 30, 1, p. 2-47

Research output: Contribution to journalJournal articleResearchpeer-review

2016
161 Downloads (Pure)

Dynamic Portfolio Choice with Frictions

Garleanu, N. & Heje Pedersen, L., Sep 2016, In : Journal of Economic Theory. 165, p. 487-516

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
192 Downloads (Pure)

Early Option Exercise: Never Say Never

Jensen, M. V. & Heje Pedersen, L., Aug 2016, In : Journal of Financial Economics. 121, 2, p. 278-299 22 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Which Trend is your Friend?

Levine, A. & Heje Pedersen, L., 2016, In : Financial Analysts Journal. 72, 3, p. 51-66

Research output: Contribution to journalJournal articleResearchpeer-review

2014

Betting against Beta

Frazzini, A. & Heje Pedersen, L., 2014, In : Journal of Financial Economics. 111, 1, p. 1-25

Research output: Contribution to journalJournal articleResearchpeer-review

Low-Risk Investing without Industry Bets

Asness, C. S., Frazzini, A. & Heje Pedersen, L., 2014, In : Financial Analysts Journal. 70, 4, p. 24-41 18 p.

Research output: Contribution to journalJournal articleResearchpeer-review

2013

Demystifying Managed Futures

Hurst, B., Hua Ooi, Y. & Heje Pedersen, L., 2013, In : Journal of Investment Management. 11, 3, p. 42-58

Research output: Contribution to journalJournal articleResearchpeer-review

Dynamic Trading with Predictable Returns and Transaction Costs

Gârleanu, N. & Heje Pedersen, L., Dec 2013, In : Journal of Finance. 68, 6, p. 2309–2340

Research output: Contribution to journalJournal articleResearchpeer-review

3793 Downloads (Pure)

Value and Momentum Everywhere

Asness, C. S., Moskowitz, T. & Heje Pedersen, L., Jun 2013, In : Journal of Finance. 68, 3, p. 929-985

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
2012

Leverage Aversion and Risk Parity

Asness, C., Frazzini, A. & Heje Pedersen, L., 2012, In : Financial Analysts Journal. 68, 1, p. 47-59

Research output: Contribution to journalJournal articleResearchpeer-review

Time Series Momentum

Moskowitz, T. J., Ooi, Y. H. & Heje Pedersen, L., 2012, In : Journal of Financial Economics. 104, 2, p. 228-250 23 p.

Research output: Contribution to journalJournal articleResearchpeer-review