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Pedersen, Lasse Heje


 SSRN Author Rank: 170 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

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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
46,746
Total
Citations
3,210
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:
16 Apr 15
12,513
(142)
103

2.  
Size Matters, If You Control Your Junk | Show Abstract | Download This Paper | Open PDF in Browser |
Fama-Miller Working Paper
Number of Pages in PDF File: 59
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:
16 Apr 15
6,758
(462)
 

3.   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
6,390
(520)
108

4.   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:
17 Apr 15
3,117
(1,775)
3

5.   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
2,976
(1,933)
446

6.  
Time Series Momentum | Show Abstract | Download This Paper | Open PDF in Browser |
Chicago Booth Research Paper No. 12-21, Fama-Miller Working Paper
Number of Pages in PDF File: 62
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
2,898
(2,038)
33

7.  
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
2,896
(2,038)
 

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
1,782
(4,754)
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
791
(17,836)
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
771
(18,480)
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
727
(20,162)
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
629
(24,689)
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:
01 Apr 15
624
(24,994)
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
606
(26,074)
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
452
(38,425)
112

16.  
Levine, Ari
AQR Capital Management
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
10 May 15
Last Revised:
12 May 15
390
(48,800)
 

17.  
Buffett's Alpha | Show Abstract | Add to Cart |
NBER Working Paper No. w19681
Number of Pages in PDF File: 46
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
344
(53,710)
 

18.  
Monitoring Leverage | Show Abstract | Download This Paper | Open PDF in Browser |
Cowles Foundation Discussion Paper No. 1838
Number of Pages in PDF File: 19
Geanakoplos, John
Yale University - Cowles Foundation
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
02 Dec 11
220
(87,781)
1

19.   Incl. Electronic Paper
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
31 Aug 09
Last Revised:
10 Sep 13
184
(104,472)
14

20.  
How Sovereign is Sovereign Credit Risk? | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. W13658
Number of Pages in PDF File: 43
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
165
(115,539)
76

21.  
Securities Lending, Shorting, and Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-01-023
Number of Pages in PDF File: 35
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
139
(133,830)
121

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:
04 Mar 02
Last Revised:
15 Dec 08
130
(141,381)
5

23.   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
124
(146,748)
67

24.  
Nicolae, Garleanu
affiliation not provided to SSRN
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
08 Dec 09
114
(156,321)
1

25.  
Carry Trades and Currency Crashes | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w14473
Number of Pages in PDF File: 36
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
109
(161,617)
100

26.   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
(171,742)
111

27.   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
96
(176,657)
146

28.   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
(192,414)
24

29.  
Over-the-Counter Markets | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. S-MF-04-05
Number of Pages in PDF File: 37
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
81
(196,758)
141

30.  
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
79
(199,828)
79

31.   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
77
(202,864)
5

32.   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
(209,380)
146

33.  
Over-the-Counter Marketmaking | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-03-043
Number of Pages in PDF File: 35
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
64
(225,042)
4

34.   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
60
(232,686)
95

35.  
Over-the-Counter Markets | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w10816
Number of Pages in PDF File: 49
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
(236,588)
141

36.   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
49
(255,974)
13

37.  
Repeated Auctions with Endogenous Selling | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-03-046
Number of Pages in PDF File: 36
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
(314,617)
1

38.  
Liquidity and Asset Prices | Show Abstract | Add to Cart |
Foundations and Trends in Finance, Vol. 1, No. 4, 2005
Number of Pages in PDF File: 96
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
(347,519)
136

39.  
Embedded Leverage | Show Abstract | Add to Cart |
NBER Working Paper No. w18558
Number of Pages in PDF File: 60
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
22 Nov 12
17
(360,770)
7

40.  
Buffett’s Alpha | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP9769
Number of Pages in PDF File: 48
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
12
(383,449)
 

41.  
Demystifying Managed Futures | Show Abstract |
Journal Of Investment Management (JOIM); Third Quarter 2013
Hurst, Brian
Independent
Ooi, Yao Hua
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
01 Oct 13
 

42.  
Leverage Aversion and Risk Parity | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 1, 2012
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 - 42 of 42 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
245
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.  
Nashikkar, Amrut J.
New York University (NYU) - Department of Finance
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
03 Mar 07
245
9


Records 1 - 1 of 1 matches
[ 1 ]

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