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Pedersen, Lasse Heje


 SSRN Author Rank: 233 by Downloads
 

New York University (NYU)


 Stern School of Business, Dept. of Finance
 44 West 4th St, Suite 9-190
 New York, NY 10003-711
 United States
 HOME PAGE: http://pages.stern.nyu.edu/~lpederse/
 email address
 

Copenhagen Business School


 Solbjerg Plads 3
 Frederiksberg C, DK - 2000
 Denmark
 email address
 

AQR Capital Management, LLC


 Greenwich, CT
 United States
 email address
 

Centre for Economic Policy Research (CEPR)


 77 Bastwick Street
 London, EC1V 3PZ
 United Kingdom
 email address
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Pedersen, Lasse Heje's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
35,455
Total
Citations
3,090
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Asness, Clifford S.
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
20 Mar 09
Last Revised:
20 May 13
10,209
(170)
95

2.   Incl. Electronic Paper
Acharya, Viral V.
New York University - Leonard N. Stern School of Business
Pedersen, Lasse Heje
New York University (NYU)
Philippon, Thomas
New York University (NYU) - Department of Finance
Richardson, Matthew P.
New York University (NYU) - Department of Finance
Posted:
22 Mar 10
Last Revised:
01 Mar 12
4,945
(670)
94

3.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
19 Aug 13
Last Revised:
18 Oct 13
4,381
(857)
 

4.   Incl. Electronic Paper
Acharya, Viral V.
New York University - Leonard N. Stern School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
28 Jan 03
Last Revised:
21 Jul 10
2,875
(1,722)
433

5.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
03 May 13
Last Revised:
10 May 13
2,086
(3,068)
 

6.  
Time Series Momentum | Show Abstract | Download |
Chicago Booth Research Paper No. 12-21
Working Paper Series
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Ooi, Yao Hua
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
23 Jun 12
1,773
(4,078)
28

7.   Incl. Electronic Paper
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
13 Dec 10
Last Revised:
03 May 12
1,480
(5,607)
38

8.   Incl. Electronic Paper
Koijen, Ralph S. J.
London Business School - Department of Finance
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Pedersen, Lasse Heje
New York University (NYU)
Vrugt, Evert B.
VU University Amsterdam, PGO-IM
Posted:
26 Jul 13
Last Revised:
12 Feb 14
1,284
(7,118)
2

9.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Pedersen, Lasse Heje
New York University (NYU)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
11 Jul 01
Last Revised:
31 Aug 03
774
(15,760)
95

10.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
24 Mar 09
Last Revised:
20 Jul 10
711
(17,797)
10

11.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
04 Mar 02
Last Revised:
29 Mar 02
692
(18,537)
122

12.   Incl. Electronic Paper
Mitchell, Mark L.
CNH Partners
Pedersen, Lasse Heje
New York University (NYU)
Pulvino, Todd C.
CNH Partners
Posted:
25 Jan 07
Last Revised:
09 Sep 10
620
(21,654)
65

13.   Incl. Electronic Paper
Brunnermeier, Markus K.
Princeton University - Department of Economics
Pedersen, Lasse Heje
New York University (NYU)
Posted:
22 Apr 03
Last Revised:
09 Nov 10
583
(23,525)
125

14.   Incl. Electronic Paper
Pedersen, Lasse Heje
New York University (NYU)
Brunnermeier, Markus K.
Princeton University - Department of Economics
Posted:
24 Feb 07
Last Revised:
22 Oct 13
514
(27,932)
478

15.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
05 Mar 05
Last Revised:
02 Feb 10
425
(35,862)
108

16.  
Buffett's Alpha | Show Abstract | Download |
NBER Working Paper No. w19681
Working Paper Series
Frazzini, Andrea
AQR Capital Management, LLC
Kabiller, David
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
28 Nov 13
253
(66,019)
 

17.  
Monitoring Leverage | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1838
Working Paper Series
Geanakoplos, John
Yale University - Cowles Foundation
Pedersen, Lasse Heje
New York University (NYU)
Posted:
02 Dec 11
179
(93,759)
 

18.   Incl. Electronic Paper
Pedersen, Lasse Heje
New York University (NYU)
Posted:
31 Aug 09
Last Revised:
10 Sep 13
165
(100,991)
14

19.  
How Sovereign is Sovereign Credit Risk? | Show Abstract | Download |
NBER Working Paper No. W13658
Working Paper Series
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Pedersen, Lasse Heje
New York University (NYU)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
19 Dec 07
153
(108,066)
72

20.  
Securities Lending, Shorting, and Pricing | Show Abstract | Download |
NYU Working Paper No. FIN-01-023
Working Paper Series
Duffie, Darrell
Stanford University
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
03 Nov 08
129
(124,970)
122

21.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
04 Mar 02
Last Revised:
15 Dec 08
126
(127,327)
5

22.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
08 Dec 09
Last Revised:
10 Sep 13
113
(138,392)
62

23.  
Nicolae, Garleanu
affiliation not provided to SSRN
Pedersen, Lasse Heje
New York University (NYU)
Posted:
08 Dec 09
105
(146,016)
1

24.   Incl. Electronic Paper
Gârleanu, Nicolae
affiliation not provided to SSRN
Pedersen, Lasse Heje
New York University (NYU)
Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
05 Nov 08
Last Revised:
29 Jul 10
94
(157,498)
107

25.   Incl. Electronic Paper
Duffie, Darrell
Stanford University
Gârleanu, Nicolae
affiliation not provided to SSRN
Pedersen, Lasse Heje
New York University (NYU)
Posted:
26 Jun 08
Last Revised:
29 Jul 10
87
(167,000)
143

26.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
27 Jan 07
Last Revised:
19 Sep 10
78
(176,047)
22

27.  
Duffie, Darrell
Stanford University
Pedersen, Lasse Heje
New York University (NYU)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
03 Nov 08
76
(180,102)
78

28.   Incl. Electronic Paper
Duffie, Darrell
Stanford University
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
03 Nov 08
Last Revised:
06 Dec 08
73
(184,493)
5

29.  
Over-the-Counter Markets | Show Abstract | Download |
NYU Working Paper No. S-MF-04-05
Working Paper Series
Duffie, Darrell
Stanford University
Gârleanu, Nicolae
affiliation not provided to SSRN
Pedersen, Lasse Heje
New York University (NYU)
Posted:
12 Nov 08
72
(185,929)
138

30.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
27 Apr 06
Last Revised:
02 Jul 09
71
(187,417)
143

31.  
Over-the-Counter Marketmaking | Show Abstract | Download |
NYU Working Paper No. FIN-03-043
Working Paper Series
Duffie, Darrell
Stanford University
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
11 Nov 08
58
(208,461)
4

32.   Incl. Electronic Paper
Duffie, Darrell
Stanford University
Pedersen, Lasse Heje
New York University (NYU)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
05 Nov 08
Last Revised:
24 Feb 09
58
(208,461)
94

33.  
Over-the-Counter Markets | Show Abstract | Download |
NBER Working Paper No. w10816
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
19 Oct 04
56
(212,061)
138

34.  
Carry Trades and Currency Crashes | Show Abstract | Download |
NBER Working Paper No. w14473
Working Paper Series
Brunnermeier, Markus K.
Princeton University - Department of Economics
Nagel, Stefan
The Stephen M. Ross School of Business at the University of Michigan
Pedersen, Lasse Heje
New York University (NYU)
Posted:
19 Jul 12
48
(227,513)
95

35.   Incl. Electronic Paper
Ashcraft, Adam B.
Federal Reserve Bank of New York
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
07 Sep 10
Last Revised:
14 Nov 10
42
(240,520)
12

36.  
Repeated Auctions with Endogenous Selling | Show Abstract | Download |
NYU Working Paper No. FIN-03-046
Working Paper Series
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
11 Nov 08
25
(287,046)
1

37.  
Liquidity and Asset Prices | Show Abstract | Download |
Foundations and Trends in Finance, Vol. 1, No. 4, 2005
Accepted Paper Series
Amihud, Yakov
New York University - Stern School of Business
Mendelson, Haim
Stanford University - Stanford Graduate School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
15 Jun 10
19
(309,785)
134

38.  
Embedded Leverage | Show Abstract | Download |
NBER Working Paper No. w18558
Working Paper Series
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
22 Nov 12
14
(329,384)
5

39.  
Buffett’s Alpha | Show Abstract | Download |
CEPR Discussion Paper No. DP9769
Working Paper Series
Frazzini, Andrea
AQR Capital Management, LLC
Kabiller, David
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
02 Dec 13
9
(349,246)
 

40.  
Demystifying Managed Futures | Show Abstract |
Journal Of Investment Management (JOIM); Third Quarter 2013
Accepted Paper Series
Hurst, Brian
Independent
Ooi, Yao Hua
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
01 Oct 13
 

41.  
Leverage Aversion and Risk Parity | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 1, 2012
Accepted Paper Series
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
24 Jan 12
 


Records 1 - 41 of 41 matches
[ 1 ]
. Pedersen, Lasse Heje's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
229
Total
Citations
9
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Corporate Bond Specialness | Show Abstract | Download |
EFA 2007 Ljubljana Meetings Paper
Working Paper Series
Nashikkar, Amrut J.
New York University (NYU) - Department of Finance
Pedersen, Lasse Heje
New York University (NYU)
Posted:
03 Mar 07
229
9


Records 1 - 1 of 1 matches
[ 1 ]

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