Access Statistics for Lasse Heje Pedersen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing with Liquidity Risk 0 0 0 438 2 4 36 1,472
Asset Pricing with Liquidity Risk 0 0 6 552 3 8 44 1,604
Asset Pricing with Liquidity Risk 0 0 2 288 0 1 36 923
Betting Against Beta 0 0 4 183 2 6 59 911
Betting Against Beta 1 1 3 20 2 15 65 214
Betting Against Correlation: Testing Theories of the Low-Risk Effect 1 1 3 60 3 7 24 203
Buffett's Alpha 1 1 4 175 10 43 151 734
Buffett?s Alpha 0 1 2 121 1 8 39 520
Carry 0 2 5 50 10 25 67 404
Carry 0 0 4 71 1 5 32 314
Carry Trades and Currency Crashes 0 1 2 643 1 8 44 2,347
Carry Trades and Currency Crashes 0 0 2 8 1 3 15 27
Deep Value 0 0 0 46 1 2 13 178
Demand-Based Option Pricing 0 1 1 130 2 5 42 584
Demand-Based Option Pricing 0 0 1 103 0 5 31 539
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 0 33 2 2 29 182
Dynamic Trading with Predictable Returns and Transaction Costs 1 3 5 106 5 9 103 409
Early Option Exercise: Never Say Never 0 0 0 15 0 1 14 194
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 82 0 0 21 255
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 19 0 1 12 98
Embedded Leverage 0 0 0 39 0 1 21 253
Generalized Recovery 1 1 1 13 2 3 12 93
Generalized Recovery 0 0 0 15 1 1 5 78
How Sovereign is Sovereign Credit Risk? 0 2 3 309 4 9 49 963
Is There A Replication Crisis In Finance? 0 0 13 90 14 22 98 426
Liquidity and Asset Prices 0 0 11 199 3 5 55 432
Liquidity and Risk Management 0 0 0 219 0 0 8 461
Machine Learning and the Implementable Efficient Frontier 1 1 4 49 11 20 59 180
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 3 42 0 2 29 235
Market Liquidity and Funding Liquidity 0 2 9 759 15 32 168 3,035
Market Liquidity and Funding Liquidity 0 2 5 215 7 19 85 1,076
Market liquidity and funding liquidity 1 1 8 69 4 6 33 498
Measuring Systemic Risk 0 1 4 586 0 6 33 1,547
Measuring systemic risk 0 4 9 1,119 0 11 137 3,993
Monitoring Leverage 0 0 0 140 0 0 7 446
Over-the-Counter Markets 0 0 0 217 2 5 47 804
Predatory Trading 0 0 3 205 0 4 17 799
Predatory Trading 0 0 2 97 2 3 30 507
Predatory Trading 0 1 3 121 4 5 130 734
Principal Portfolios 0 1 1 24 0 4 29 124
Principal Portfolios 0 0 1 27 1 4 20 98
Risk Everywhere: Modeling and Managing Volatility 0 0 4 85 2 2 34 212
Size Matters, if You Control Your Junk 0 0 0 41 2 6 39 298
Slow Moving Capital 0 0 0 60 1 2 21 293
Slow Moving Capital 0 0 0 78 5 6 26 361
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 31 1 2 34 216
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 94 0 0 9 412
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 0 1 12 138
Valuation in Dynamic Bargaining Markets 0 0 0 1 0 0 11 228
Valuation in Over-the-Counter Markets 0 0 0 136 1 1 20 504
Valuation in Over-the-Counter Markets 0 0 0 41 3 4 16 245
When Everyone Runs for the Exit 0 0 0 84 3 3 18 355
When Everyone Runs for the Exit 0 0 1 32 0 0 19 180
Total Working Papers 7 27 132 8,403 134 347 2,208 32,336

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Active and Passive Investing: Understanding Samuelson’s Dictum 0 1 1 16 5 7 23 69
Adverse Selection and the Required Return 0 0 1 69 0 0 9 312
Asset pricing with liquidity risk 2 4 21 1,038 14 25 201 3,513
Betting against beta 2 7 23 258 20 71 173 1,458
Betting against correlation: Testing theories of the low-risk effect 0 4 14 76 3 17 71 297
Buffett’s Alpha 1 2 6 8 5 42 104 109
Carbon Pricing versus Green Finance 0 8 18 18 2 25 59 59
Carry 6 15 48 703 31 73 200 1,815
Demand-Based Option Pricing 1 1 11 87 11 20 79 558
Dynamic Trading with Predictable Returns and Transaction Costs 1 4 14 66 10 30 92 292
Dynamic portfolio choice with frictions 2 3 6 52 2 8 26 174
Early option exercise: Never say never 0 1 2 9 3 5 24 124
Economics with Market Liquidity Risk 0 0 1 27 0 0 17 100
Efficiently Inefficient Markets for Assets and Asset Management 0 0 2 39 0 2 21 166
Embedded Leverage 0 0 1 12 1 3 24 63
Enhanced Portfolio Optimization 0 0 4 8 2 7 38 51
Game on: Social networks and markets 0 0 2 22 0 5 33 123
Generalized recovery 0 0 1 10 1 2 14 95
Hedge Funds in the Aftermath of the Financial Crisis 0 0 1 2 0 3 15 18
How Sovereign Is Sovereign Credit Risk? 2 5 29 470 5 13 84 1,530
Is Capital Structure Irrelevant with ESG Investors? 0 2 17 17 0 7 87 92
Is There a Replication Crisis in Finance? 1 1 3 3 12 34 60 60
Leverage Aversion and Risk Parity 1 1 5 9 2 18 61 73
Liquidity and Asset Prices 3 6 17 77 5 21 76 292
Liquidity and Risk Management 0 0 0 94 1 2 9 394
Low-Risk Investing without Industry Bets 0 0 0 0 1 4 10 14
Margin-based Asset Pricing and Deviations from the Law of One Price 0 1 4 76 1 6 40 442
Market Liquidity and Funding Liquidity 14 31 102 1,006 62 150 450 3,859
Measuring Systemic Risk 1 2 52 552 6 54 252 1,893
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 0 252 1 1 14 713
Over-the-Counter Markets 1 1 5 404 1 8 102 1,516
Predatory Trading 2 3 13 317 6 11 62 1,295
Principal Portfolios 1 1 2 17 2 8 39 112
Quality minus junk 6 17 83 255 34 104 425 1,259
Regulating Systemic Risk 0 0 2 3 0 1 12 14
Responsible investing: The ESG-efficient frontier 6 18 69 595 15 102 381 1,940
Risk Everywhere: Modeling and Managing Volatility 0 0 2 29 2 5 30 143
Securities lending, shorting, and pricing 0 1 3 394 3 9 37 1,001
Sharpening the Arithmetic of Active Management 0 0 0 0 4 8 34 36
Size matters, if you control your junk 0 1 4 38 1 14 59 259
Slow Moving Capital 0 0 3 95 4 8 39 520
Time series momentum 21 46 149 683 216 560 1,168 3,031
Valuation in Over-the-Counter Markets 0 0 1 64 0 2 21 310
Value and Momentum Everywhere 0 1 9 178 17 63 155 972
When Everyone Runs for the Exit 1 1 1 78 1 1 20 373
Which Trend Is Your Friend? 0 0 1 1 2 2 10 12
“Will My Risk Parity Strategy Outperform?”: A Comment 0 0 0 2 1 1 5 10
Total Journal Articles 75 189 753 8,229 515 1,562 4,965 31,561

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined 0 0 0 0 7 28 131 646
Market Liquidity 0 0 0 0 0 1 13 181
Market Liquidity 0 0 0 0 1 1 10 71
Total Books 0 0 0 0 8 30 154 898

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Carry Trades and Currency Crashes 2 4 16 273 11 25 152 1,086
How to Calculate Systemic Risk Surcharges 0 1 2 94 1 3 22 306
Introduction 0 0 1 49 0 1 7 122
Monitoring Leverage 0 0 0 24 2 2 12 110
TAXING SYSTEMIC RISK 0 0 0 66 0 0 11 193
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 0 0 18 386
Total Chapters 2 5 19 620 14 31 222 2,203

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10