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 1 4 6 552 4 20 42 1,596
Asset Pricing with Liquidity Risk 0 0 0 438 2 16 32 1,468
Asset Pricing with Liquidity Risk 0 0 2 288 2 19 40 922
Betting Against Beta 0 0 2 19 5 21 51 199
Betting Against Beta 1 1 5 183 4 22 56 905
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 2 4 59 1 10 22 196
Buffett's Alpha 1 1 3 174 33 64 114 691
Buffett?s Alpha 0 0 1 120 0 9 34 512
Carry 1 3 4 48 4 19 46 379
Carry 0 2 4 71 3 12 28 309
Carry Trades and Currency Crashes 1 1 2 8 3 4 13 24
Carry Trades and Currency Crashes 0 0 3 642 3 18 39 2,339
Deep Value 0 0 1 46 0 4 12 176
Demand-Based Option Pricing 0 0 0 129 3 8 38 579
Demand-Based Option Pricing 0 0 2 103 2 5 28 534
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 0 33 1 10 27 180
Dynamic Trading with Predictable Returns and Transaction Costs 0 1 2 103 2 12 96 400
Early Option Exercise: Never Say Never 0 0 0 15 0 4 13 193
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 82 1 13 22 255
Efficiently Inefficient Markets for Assets and Asset Management 0 0 2 19 1 4 13 97
Embedded Leverage 0 0 0 39 1 5 22 252
Generalized Recovery 0 0 0 12 1 4 10 90
Generalized Recovery 0 0 0 15 0 1 4 77
How Sovereign is Sovereign Credit Risk? 0 1 2 307 3 17 45 954
Is There A Replication Crisis In Finance? 2 4 14 90 10 22 82 404
Liquidity and Asset Prices 2 5 13 199 5 22 53 427
Liquidity and Risk Management 0 0 0 219 0 0 8 461
Machine Learning and the Implementable Efficient Frontier 0 0 7 48 5 17 54 160
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 3 42 2 8 31 233
Market Liquidity and Funding Liquidity 0 2 8 757 10 60 146 3,003
Market Liquidity and Funding Liquidity 0 0 4 213 5 30 72 1,057
Market liquidity and funding liquidity 1 3 7 68 3 11 28 492
Measuring Systemic Risk 0 1 3 585 2 10 30 1,541
Measuring systemic risk 1 3 5 1,115 1 14 134 3,982
Monitoring Leverage 0 0 0 140 0 1 8 446
Over-the-Counter Markets 0 0 0 217 1 21 43 799
Predatory Trading 1 1 2 120 85 92 126 729
Predatory Trading 0 1 2 97 2 9 28 504
Predatory Trading 0 0 3 205 0 3 13 795
Principal Portfolios 0 0 1 27 1 5 16 94
Principal Portfolios 0 0 1 23 0 5 27 120
Risk Everywhere: Modeling and Managing Volatility 0 1 5 85 1 11 37 210
Size Matters, if You Control Your Junk 0 0 0 41 3 13 36 292
Slow Moving Capital 0 0 0 78 0 4 21 355
Slow Moving Capital 0 0 0 60 1 3 20 291
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 31 2 3 32 214
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 94 0 2 10 412
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 1 3 11 137
Valuation in Dynamic Bargaining Markets 0 0 0 1 0 1 11 228
Valuation in Over-the-Counter Markets 0 0 0 136 1 8 19 503
Valuation in Over-the-Counter Markets 0 0 0 41 0 6 12 241
When Everyone Runs for the Exit 1 1 1 32 1 3 21 180
When Everyone Runs for the Exit 0 0 0 84 0 2 16 352
Total Working Papers 13 38 126 8,376 221 710 1,992 31,989

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 0 0 15 3 8 17 62
Adverse Selection and the Required Return 1 1 1 69 2 4 9 312
Asset pricing with liquidity risk 0 3 22 1,034 9 33 195 3,488
Betting against beta 2 5 17 251 11 37 113 1,387
Betting against correlation: Testing theories of the low-risk effect 1 4 12 72 3 15 61 280
Buffett’s Alpha 2 2 6 6 21 43 65 67
Carbon Pricing versus Green Finance 7 10 10 10 16 34 34 34
Carry 4 15 36 688 26 56 154 1,742
Demand-Based Option Pricing 2 5 11 86 16 33 70 538
Dynamic Trading with Predictable Returns and Transaction Costs 0 3 10 62 6 21 67 262
Dynamic portfolio choice with frictions 0 1 6 49 2 5 24 166
Early option exercise: Never say never 0 0 1 8 3 5 21 119
Economics with Market Liquidity Risk 0 0 3 27 1 8 19 100
Efficiently Inefficient Markets for Assets and Asset Management 1 1 3 39 4 10 26 164
Embedded Leverage 0 1 1 12 0 5 21 60
Enhanced Portfolio Optimization 0 3 5 8 3 16 36 44
Game on: Social networks and markets 0 1 2 22 0 10 33 118
Generalized recovery 0 0 2 10 1 5 15 93
Hedge Funds in the Aftermath of the Financial Crisis 1 1 1 2 1 3 12 15
How Sovereign Is Sovereign Credit Risk? 4 6 28 465 4 21 84 1,517
Is Capital Structure Irrelevant with ESG Investors? 0 5 15 15 8 29 85 85
Is There a Replication Crisis in Finance? 0 2 2 2 3 23 26 26
Leverage Aversion and Risk Parity 0 1 6 8 8 27 48 55
Liquidity and Asset Prices 0 4 13 71 5 23 62 271
Liquidity and Risk Management 0 0 0 94 0 0 7 392
Low-Risk Investing without Industry Bets 0 0 0 0 0 3 6 10
Margin-based Asset Pricing and Deviations from the Law of One Price 0 2 4 75 1 13 37 436
Market Liquidity and Funding Liquidity 15 38 82 975 60 165 335 3,709
Measuring Systemic Risk 5 21 63 550 24 65 236 1,839
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 0 252 0 3 13 712
Over-the-Counter Markets 0 0 6 403 4 24 102 1,508
Predatory Trading 0 3 13 314 6 18 59 1,284
Principal Portfolios 0 1 1 16 2 11 35 104
Quality minus junk 14 26 78 238 46 142 366 1,155
Regulating Systemic Risk 0 1 3 3 0 3 13 13
Responsible investing: The ESG-efficient frontier 11 24 66 577 40 137 344 1,838
Risk Everywhere: Modeling and Managing Volatility 0 0 2 29 3 8 26 138
Securities lending, shorting, and pricing 0 1 2 393 2 7 30 992
Sharpening the Arithmetic of Active Management 0 0 0 0 1 15 27 28
Size matters, if you control your junk 0 1 5 37 7 14 51 245
Slow Moving Capital 1 2 4 95 2 10 33 512
Time series momentum 9 31 128 637 84 229 702 2,471
Valuation in Over-the-Counter Markets 1 1 1 64 2 4 19 308
Value and Momentum Everywhere 1 3 10 177 19 36 98 909
When Everyone Runs for the Exit 0 0 0 77 0 7 19 372
Which Trend Is Your Friend? 1 1 1 1 3 5 8 10
“Will My Risk Parity Strategy Outperform?”: A Comment 0 0 1 2 0 1 6 9
Total Journal Articles 83 230 683 8,040 462 1,394 3,869 29,999

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 14 61 114 618
Market Liquidity 0 0 0 0 0 3 9 70
Market Liquidity 0 0 0 0 0 5 12 180
Total Books 0 0 0 0 14 69 135 868

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 6 12 269 17 66 135 1,061
How to Calculate Systemic Risk Surcharges 0 1 1 93 0 5 22 303
Introduction 0 1 1 49 1 5 8 121
Monitoring Leverage 0 0 1 24 0 2 12 108
TAXING SYSTEMIC RISK 0 0 0 66 0 2 11 193
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 4 10 18 386
Total Chapters 2 8 15 615 22 90 206 2,172

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Statistics updated 2026-06-04