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Lasse Heje Pedersen

SSRN Author Rank: 74 by Downloads and 71 by Citations

 

AQR Capital Management, LLC


 Greenwich, CT
 United States
 email address

 

Copenhagen Business School - Department of Finance


 Solbjerg Plads 3
 Frederiksberg, DK-2000
 Denmark
 email address
 

New York University (NYU)


 Stern School of Business
 44 West 4th Street
 New York, NY 10012-1126
 United States
 email address
 

Centre for Economic Policy Research (CEPR)


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

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. Lasse Heje Pedersen's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
81,310
Total
Citations
3,067
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.
AQR Capital
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
20 Mar 09
Last Revised:
16 Apr 15
15,357
(128)
88

2.   Incl. Electronic Paper
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
AQR Capital
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
23 Jan 15
Last Revised:
10 Aug 15
11,328
(225)
 

3.   Incl. Electronic Paper
Acharya, Viral V.
New York University - Leonard N. Stern School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
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
8,448
(395)
95

4.   Incl. Electronic Paper
Koijen, Ralph S. J.
New York University (NYU) - Department of Finance
Moskowitz, Tobias J.
AQR Capital
Pedersen, Lasse Heje
AQR Capital Management, LLC
Vrugt, Evert B.
VU University Amsterdam, PGO-IM
Posted:
26 Jul 13
Last Revised:
01 Nov 16
6,097
(712)
4

5.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
19 Aug 13
Last Revised:
13 Nov 15
5,425
(298)
2

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.
AQR Capital
Ooi, Yao Hua
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
23 Jun 12
3,312
(1,146)
28

7.   Incl. Electronic Paper
Acharya, Viral V.
New York University - Leonard N. Stern School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
28 Jan 03
Last Revised:
21 Jul 10
3,086
(2,376)
406

8.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
03 May 13
Last Revised:
10 May 13
2,994
(2,014)
 

9.   Incl. Electronic Paper
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
13 Dec 10
Last Revised:
03 May 12
2,253
(4,111)
43

10.  
Which Trend Is Your Friend? | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal, vol. 72, no. 3 (May/June 2016)
Number of Pages in PDF File: 32
Levine, Ari
AQR Capital Management
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
10 May 15
Last Revised:
19 Apr 16
1,337
(2,106)
 

11.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
24 Mar 09
Last Revised:
20 Jul 10
922
(17,867)
8

12.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
12 Aug 15
Last Revised:
05 Sep 16
900
(18,579)
 

13.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
11 Jul 01
Last Revised:
31 Aug 03
813
(21,508)
98

14.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
04 Mar 02
Last Revised:
29 Mar 02
785
(22,649)
116

15.   Incl. Electronic Paper
Pedersen, Lasse Heje
AQR Capital Management, LLC
Brunnermeier, Markus K.
Princeton University - Department of Economics
Posted:
24 Feb 07
Last Revised:
01 Apr 15
722
(25,504)
469

16.   Incl. Electronic Paper
Mitchell, Mark L.
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Pulvino, Todd C.
AQR Capital Management, LLC
Posted:
25 Jan 07
Last Revised:
09 Sep 10
648
(29,684)
66

17.   Incl. Electronic Paper
Pedersen, Lasse Heje
AQR Capital Management, LLC
Brunnermeier, Markus K.
Princeton University - Department of Economics
Posted:
22 Apr 03
Last Revised:
09 Nov 10
644
(29,942)
123

18.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
05 Mar 05
Last Revised:
02 Feb 10
479
(44,120)
106

19.  
Buffett's Alpha | Show Abstract | Download This Paper | Open PDF in Browser |
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
AQR Capital Management, LLC
Posted:
28 Nov 13
363
(53,158)
 

20.  
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
AQR Capital Management, LLC
Posted:
19 Jul 12
263
(88,862)
92

21.  
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
AQR Capital Management, LLC
Posted:
02 Dec 11
259
(90,273)
1

22.   Incl. Electronic Paper
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
31 Aug 09
Last Revised:
10 Sep 13
216
(108,796)
14

23.  
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
AQR Capital Management, LLC
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
19 Dec 07
169
(131,299)
72

24.   Incl. Electronic Paper
Pedersen, Lasse Heje
AQR Capital Management, LLC
Nicolae, Garleanu
affiliation not provided to SSRN
Posted:
08 Dec 09
Last Revised:
10 Sep 13
156
(146,700)
60

25.  
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
AQR Capital Management, LLC
Posted:
03 Nov 08
140
(157,980)
116

26.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
04 Mar 02
Last Revised:
15 Dec 08
132
(168,483)
5

27.  
Nicolae, Garleanu
affiliation not provided to SSRN
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
08 Dec 09
117
(166,450)
1

28.   Incl. Electronic Paper
Gârleanu, Nicolae
affiliation not provided to SSRN
Pedersen, Lasse Heje
AQR Capital Management, LLC
Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
05 Nov 08
Last Revised:
29 Jul 10
113
(189,428)
105

29.   Incl. Electronic Paper
Duffie, Darrell
Stanford University
Gârleanu, Nicolae
affiliation not provided to SSRN
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
26 Jun 08
Last Revised:
29 Jul 10
101
(205,470)
 

30.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
27 Jan 07
Last Revised:
19 Sep 10
92
(217,009)
 

31.   Incl. Electronic Paper
Duffie, Darrell
Stanford University
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
03 Nov 08
Last Revised:
06 Dec 08
85
(229,793)
5

32.  
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
AQR Capital Management, LLC
Posted:
12 Nov 08
84
(228,104)
136

33.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
27 Apr 06
Last Revised:
02 Jul 09
83
(233,167)
141

34.  
Duffie, Darrell
Stanford University
Pedersen, Lasse Heje
AQR Capital Management, LLC
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
03 Nov 08
80
(233,167)
81

35.  
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
AQR Capital Management, LLC
Posted:
11 Nov 08
67
(255,539)
4

36.   Incl. Electronic Paper
Duffie, Darrell
Stanford University
Pedersen, Lasse Heje
AQR Capital Management, LLC
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
05 Nov 08
Last Revised:
24 Feb 09
65
(268,106)
97

37.  
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
AQR Capital Management, LLC
Posted:
19 Oct 04
59
(270,291)
136

38.   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
AQR Capital Management, LLC
Posted:
07 Sep 10
Last Revised:
14 Nov 10
54
(293,941)
11

39.  
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
AQR Capital Management, LLC
Posted:
11 Nov 08
29
(349,720)
1

40.  
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
AQR Capital Management, LLC
Posted:
15 Jun 10
20
(413,949)
132

41.  
Embedded Leverage | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w18558
Number of Pages in PDF File: 60
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
22 Nov 12
19
(202,594)
6

42.  
Jensen, Mads Vestergaard
Copenhagen Business School
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
27 Sep 15
Last Revised:
18 Mar 16
15
(33,887)
 

43.  
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
AQR Capital Management, LLC
Posted:
02 Dec 13
12
(449,152)
 

44.  
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
07 Oct 16
Last Revised:
03 Nov 16
0
(4,490)
 

45.  
Bollerslev, Tim
Duke University - Finance
Hood, Benjamin
AQR Capital Management, LLC
Huss, John
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
28 Jan 16
0
(9,132)
 

46.  
Jensen, Christian Skov
Copenhagen Business School - Department of Finance
Lando, David
Copenhagen Business School - Department of Finance
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
08 Dec 15
Last Revised:
12 Apr 16
0
(25,035)
 

47.  
Demystifying Managed Futures | Show Abstract |
Journal Of Investment Management (JOIM); Third Quarter 2013
Hurst, Brian
AQR Capital Management, LLC
Ooi, Yao Hua
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
01 Oct 13
 

48.  
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
AQR Capital Management, LLC
Posted:
24 Jan 12
 


Records 1 - 48 of 48 matches
[ 1 ]
. Lasse Heje Pedersen'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
280
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
AQR Capital Management, LLC
Posted:
03 Mar 07
253
9


Records 1 - 1 of 1 matches
[ 1 ]