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 1 3 33 1,473
Asset Pricing with Liquidity Risk 0 0 1 288 3 3 37 926
Asset Pricing with Liquidity Risk 0 0 6 552 9 13 54 1,614
Betting Against Beta 0 0 3 183 8 14 70 923
Betting Against Beta 0 1 2 20 9 17 78 229
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 3 5 62 6 14 33 214
Buffett's Alpha 0 3 6 177 18 31 169 755
Buffett?s Alpha 1 1 3 122 3 5 38 524
Carry 0 1 5 72 8 13 43 326
Carry 1 2 7 52 15 32 81 426
Carry Trades and Currency Crashes 1 1 2 9 4 7 19 33
Carry Trades and Currency Crashes 0 2 3 645 8 14 51 2,360
Deep Value 0 1 1 47 2 4 15 181
Demand-Based Option Pricing 0 0 1 130 11 15 53 597
Demand-Based Option Pricing 0 0 1 103 3 4 34 543
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 0 33 1 5 32 185
Dynamic Trading with Predictable Returns and Transaction Costs 1 2 5 107 9 15 109 419
Early Option Exercise: Never Say Never 0 0 0 15 1 1 14 195
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 19 1 1 13 99
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 82 5 5 24 260
Embedded Leverage 0 1 1 40 2 5 25 258
Generalized Recovery 1 2 2 14 3 6 16 97
Generalized Recovery 0 0 0 15 4 5 9 82
How Sovereign is Sovereign Credit Risk? 0 1 4 310 3 8 53 967
Is There A Replication Crisis In Finance? 0 1 11 91 17 35 112 447
Liquidity and Asset Prices 0 1 11 200 4 11 61 440
Liquidity and Risk Management 0 0 0 219 5 6 12 467
Machine Learning and the Implementable Efficient Frontier 3 4 5 52 45 65 107 234
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 2 42 3 3 31 238
Market Liquidity and Funding Liquidity 0 1 4 216 3 14 87 1,083
Market Liquidity and Funding Liquidity 2 3 12 762 25 48 192 3,068
Market liquidity and funding liquidity 0 2 5 70 5 10 33 504
Measuring Systemic Risk 0 0 3 586 4 4 33 1,551
Measuring systemic risk 0 0 9 1,119 4 7 139 4,000
Monitoring Leverage 0 0 0 140 2 3 10 449
Over-the-Counter Markets 0 0 0 217 3 6 49 808
Predatory Trading 0 0 2 97 2 4 29 509
Predatory Trading 0 0 1 205 2 2 13 801
Predatory Trading 0 1 4 122 7 13 138 743
Principal Portfolios 0 0 1 27 3 5 21 102
Principal Portfolios 0 0 1 24 5 7 33 131
Risk Everywhere: Modeling and Managing Volatility 1 1 4 86 4 8 37 218
Size Matters, if You Control Your Junk 0 0 0 41 3 8 40 304
Slow Moving Capital 0 0 0 60 0 1 19 293
Slow Moving Capital 0 0 0 78 4 9 28 365
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 31 3 5 35 220
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 94 1 2 11 414
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 0 0 12 138
Valuation in Dynamic Bargaining Markets 0 0 0 1 4 6 16 234
Valuation in Over-the-Counter Markets 0 0 0 136 2 3 22 506
Valuation in Over-the-Counter Markets 0 0 0 41 0 3 15 245
When Everyone Runs for the Exit 0 0 0 84 0 3 18 355
When Everyone Runs for the Exit 0 0 1 32 4 5 24 185
Total Working Papers 11 35 137 8,431 301 536 2,480 32,738

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 1 16 2 7 25 71
Adverse Selection and the Required Return 0 0 1 69 1 2 11 314
Asset pricing with liquidity risk 2 5 22 1,041 8 34 189 3,533
Betting against beta 1 3 21 259 31 74 215 1,512
Betting against correlation: Testing theories of the low-risk effect 0 0 12 76 16 24 84 318
Buffett’s Alpha 0 3 7 10 13 22 120 126
Carbon Pricing versus Green Finance 2 2 20 20 8 17 74 74
Carry 12 30 66 727 61 136 291 1,920
Demand-Based Option Pricing 0 2 12 88 10 36 99 583
Dynamic Trading with Predictable Returns and Transaction Costs 0 1 10 66 13 33 99 315
Dynamic portfolio choice with frictions 0 3 6 53 3 11 32 183
Early option exercise: Never say never 0 0 1 9 5 9 25 130
Economics with Market Liquidity Risk 0 0 1 27 2 2 16 102
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 39 3 5 24 171
Embedded Leverage 0 0 1 12 1 2 24 64
Enhanced Portfolio Optimization 1 1 5 9 4 6 41 55
Game on: Social networks and markets 1 1 3 23 8 10 38 133
Generalized recovery 0 0 1 10 2 3 16 97
Hedge Funds in the Aftermath of the Financial Crisis 0 0 1 2 2 2 17 20
How Sovereign Is Sovereign Credit Risk? 1 3 23 471 8 16 81 1,541
Is Capital Structure Irrelevant with ESG Investors? 0 0 10 17 7 10 79 102
Is There a Replication Crisis in Finance? 2 3 5 5 30 52 100 100
Leverage Aversion and Risk Parity 2 5 8 13 19 37 94 108
Liquidity and Asset Prices 1 4 15 78 5 14 78 301
Liquidity and Risk Management 0 0 0 94 4 7 15 400
Low-Risk Investing without Industry Bets 0 0 0 0 3 6 15 19
Margin-based Asset Pricing and Deviations from the Law of One Price 1 1 5 77 9 13 51 454
Market Liquidity and Funding Liquidity 8 27 110 1,019 59 153 506 3,950
Measuring Systemic Risk 1 4 44 555 7 25 239 1,912
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 0 252 2 4 17 716
Over-the-Counter Markets 0 1 3 404 7 10 106 1,525
Predatory Trading 0 2 10 317 5 12 62 1,301
Principal Portfolios 0 1 2 17 6 11 47 121
Quality minus junk 8 18 84 267 65 128 483 1,353
Regulating Systemic Risk 0 0 2 3 0 0 11 14
Responsible investing: The ESG-efficient frontier 8 19 73 608 26 53 373 1,978
Risk Everywhere: Modeling and Managing Volatility 1 1 2 30 3 7 30 148
Securities lending, shorting, and pricing 0 0 3 394 4 9 43 1,007
Sharpening the Arithmetic of Active Management 0 0 0 0 9 15 44 47
Size matters, if you control your junk 0 1 5 39 10 17 71 275
Slow Moving Capital 0 0 3 95 2 7 38 523
Time series momentum 7 45 149 707 293 713 1,580 3,528
Valuation in Over-the-Counter Markets 1 1 2 65 3 4 22 314
Value and Momentum Everywhere 2 2 10 180 34 67 196 1,022
When Everyone Runs for the Exit 0 1 1 78 4 6 25 378
Which Trend Is Your Friend? 1 2 3 3 17 22 30 32
“Will My Risk Parity Strategy Outperform?”: A Comment 0 1 1 3 0 2 6 11
Total Journal Articles 63 193 765 8,347 834 1,855 5,882 32,901

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 8 21 137 660
Market Liquidity 0 0 0 0 4 5 13 75
Market Liquidity 0 0 0 0 4 4 14 185
Total Books 0 0 0 0 16 30 164 920

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Carry Trades and Currency Crashes 3 7 19 278 14 31 159 1,106
How to Calculate Systemic Risk Surcharges 0 0 2 94 1 2 21 307
Introduction 0 0 1 49 4 5 12 127
Monitoring Leverage 0 0 0 24 2 5 15 113
TAXING SYSTEMIC RISK 1 1 1 67 1 1 12 194
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 0 0 17 386
Total Chapters 4 8 23 626 22 44 236 2,233

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Statistics updated 2026-11-12