Articles with public access mandates - Lasse Heje PedersenLearn more
Available somewhere: 13
Measuring Systemic Risk
VV Acharya, LH Pedersen, T Philippon, M Richardson
The Review of Financial Studies 30 (1), 2-47, 2017
Mandates: US National Institutes of Health, European Commission
Betting against beta
A Frazzini, LH Pedersen
Journal of Financial Economics 111 (1), 1-25, 2014
Mandates: European Commission
Dynamic trading with predictable returns and transaction costs
N Gârleanu, LH Pedersen
The Journal of Finance 68 (6), 2309-2340, 2013
Mandates: European Commission
Carry
RSJ Koijen, TJ Moskowitz, LH Pedersen, EB Vrugt
Journal of Financial Economics 127 (2), 197-225, 2018
Mandates: European Commission
Risk everywhere: Modeling and managing volatility
T Bollerslev, B Hood, J Huss, LH Pedersen
The Review of Financial Studies 31 (7), 2729-2773, 2018
Mandates: European Commission
Efficiently inefficient markets for assets and asset management
N Gârleanu, LH Pedersen
The Journal of Finance 73 (4), 1663-1712, 2018
Mandates: European Commission
Dynamic portfolio choice with frictions
N Gârleanu, LH Pedersen
Journal of Economic Theory 165, 487-516, 2016
Mandates: European Commission
Low-risk investing without industry bets
CS Asness, A Frazzini, LH Pedersen
Financial Analysts Journal 70 (4), 24-41, 2014
Mandates: European Commission
Generalized recovery
CS Jensen, D Lando, LH Pedersen
Journal of Financial Economics 133 (1), 154-174, 2019
Mandates: European Commission
Early option exercise: Never say never
MV Jensen, LH Pedersen
Journal of Financial Economics 121 (2), 278-299, 2016
Mandates: European Commission
Principal portfolios
B Kelly, S Malamud, LH Pedersen
The Journal of Finance 78 (1), 347-387, 2023
Mandates: Swiss National Science Foundation, Danish National Research Foundation
Efficiently Inefficient Markets for Assets and Asset Management
LH Pedersen, NB Garleanu
Mandates: European Commission
Generalized Recovery
D Lando, LH Pedersen, CS Jensen
CEPR Discussion Paper No. DP12665, 2018
Mandates: European Commission
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