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Pedersen, Lasse Heje


 SSRN Author Rank: 205 by Downloads
 

New York University (NYU) - Department of Finance


 Stern School of Business
 44 West 4th Street
 New York, NY 10012-1126
 United States
 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
40,951
Total
Citations
3,215
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) - Department of Finance
Posted:
20 Mar 09
Last Revised:
20 May 13
12,049
(152)
103

2.   Incl. Electronic Paper
Acharya, Viral V.
New York University - Leonard N. Stern School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
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
5,997
(552)
108

3.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
23 Jan 15
Last Revised:
03 Feb 15
3,468
(1,425)
 

4.   Incl. Electronic Paper
Acharya, Viral V.
New York University - Leonard N. Stern School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
28 Jan 03
Last Revised:
21 Jul 10
2,944
(1,888)
446

5.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
03 May 13
Last Revised:
10 May 13
2,724
(2,189)
 

6.   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) - Department of Finance
Vrugt, Evert B.
VU University Amsterdam, PGO-IM
Posted:
26 Jul 13
Last Revised:
28 Jul 14
2,643
(2,317)
4

7.  
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) - Department of Finance
Posted:
23 Jun 12
2,543
(2,484)
33

8.   Incl. Electronic Paper
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
13 Dec 10
Last Revised:
03 May 12
1,698
(4,952)
45

9.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
11 Jul 01
Last Revised:
31 Aug 03
789
(17,208)
96

10.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
24 Mar 09
Last Revised:
20 Jul 10
761
(18,096)
12

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) - Department of Finance
Posted:
04 Mar 02
Last Revised:
29 Mar 02
714
(19,862)
121

12.   Incl. Electronic Paper
Mitchell, Mark L.
CNH Partners
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Pulvino, Todd C.
CNH Partners
Posted:
25 Jan 07
Last Revised:
09 Sep 10
627
(23,859)
67

13.   Incl. Electronic Paper
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Brunnermeier, Markus K.
Princeton University - Department of Economics
Posted:
24 Feb 07
Last Revised:
22 Oct 13
616
(24,441)
502

14.   Incl. Electronic Paper
Brunnermeier, Markus K.
Princeton University - Department of Economics
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
22 Apr 03
Last Revised:
09 Nov 10
598
(25,497)
126

15.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
05 Mar 05
Last Revised:
02 Feb 10
445
(37,718)
112

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) - Department of Finance
Posted:
28 Nov 13
307
(59,195)
 

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) - Department of Finance
Posted:
02 Dec 11
212
(88,135)
1

18.   Incl. Electronic Paper
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
31 Aug 09
Last Revised:
10 Sep 13
179
(103,734)
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) - Department of Finance
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
19 Dec 07
164
(112,382)
76

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) - Department of Finance
Posted:
03 Nov 08
135
(132,763)
121

21.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
04 Mar 02
Last Revised:
15 Dec 08
129
(137,768)
5

22.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
08 Dec 09
Last Revised:
10 Sep 13
121
(144,788)
67

23.  
Nicolae, Garleanu
affiliation not provided to SSRN
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
08 Dec 09
112
(153,459)
1

24.   Incl. Electronic Paper
Gârleanu, Nicolae
affiliation not provided to SSRN
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
05 Nov 08
Last Revised:
29 Jul 10
100
(166,409)
111

25.   Incl. Electronic Paper
Duffie, Darrell
Stanford University
Gârleanu, Nicolae
affiliation not provided to SSRN
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
26 Jun 08
Last Revised:
29 Jul 10
95
(172,386)
147

26.  
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
University of Michigan, Stephen M. Ross School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
19 Jul 12
94
(174,906)
101

27.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
27 Jan 07
Last Revised:
19 Sep 10
83
(186,544)
24

28.  
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) - Department of Finance
Posted:
12 Nov 08
78
(195,129)
142

29.  
Duffie, Darrell
Stanford University
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
03 Nov 08
77
(196,602)
79

30.   Incl. Electronic Paper
Duffie, Darrell
Stanford University
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
03 Nov 08
Last Revised:
06 Dec 08
75
(199,722)
5

31.   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) - Department of Finance
Posted:
27 Apr 06
Last Revised:
02 Jul 09
73
(202,957)
147

32.  
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) - Department of Finance
Posted:
11 Nov 08
62
(221,713)
4

33.   Incl. Electronic Paper
Duffie, Darrell
Stanford University
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
05 Nov 08
Last Revised:
24 Feb 09
59
(227,412)
95

34.  
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) - Department of Finance
Posted:
19 Oct 04
58
(229,362)
142

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) - Department of Finance
Posted:
07 Sep 10
Last Revised:
14 Nov 10
47
(252,662)
13

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) - Department of Finance
Posted:
11 Nov 08
28
(305,139)
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) - Department of Finance
Posted:
15 Jun 10
20
(337,467)
135

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) - Department of Finance
Posted:
22 Nov 12
16
(354,753)
7

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) - Department of Finance
Posted:
02 Dec 13
11
(377,255)
 

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) - Department of Finance
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) - Department of Finance
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
238
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) - Department of Finance
Posted:
03 Mar 07
238
9


Records 1 - 1 of 1 matches
[ 1 ]

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