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 2 288 0 17 37 922
Asset Pricing with Liquidity Risk 0 3 6 552 5 22 45 1,601
Asset Pricing with Liquidity Risk 0 0 0 438 2 17 34 1,470
Betting Against Beta 0 1 5 183 2 15 58 907
Betting Against Beta 0 0 2 19 4 19 55 203
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 1 3 59 2 9 23 198
Buffett's Alpha 0 1 3 174 25 81 137 716
Buffett?s Alpha 1 1 2 121 6 11 39 518
Carry 2 5 6 50 10 19 55 389
Carry 0 0 4 71 3 11 31 312
Carry Trades and Currency Crashes 0 1 2 8 2 6 14 26
Carry Trades and Currency Crashes 1 1 3 643 5 18 42 2,344
Deep Value 0 0 1 46 1 5 13 177
Demand-Based Option Pricing 1 1 1 130 3 9 41 582
Demand-Based Option Pricing 0 0 2 103 3 8 31 537
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 0 33 0 8 27 180
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 2 103 1 8 97 401
Early Option Exercise: Never Say Never 0 0 0 15 1 4 14 194
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 19 1 3 12 98
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 82 0 11 21 255
Embedded Leverage 0 0 0 39 1 4 23 253
Generalized Recovery 0 0 0 15 0 0 4 77
Generalized Recovery 0 0 0 12 0 4 10 90
How Sovereign is Sovereign Credit Risk? 0 1 1 307 2 13 46 956
Is There A Replication Crisis In Finance? 0 4 14 90 5 19 85 409
Liquidity and Asset Prices 0 4 13 199 1 16 54 428
Liquidity and Risk Management 0 0 0 219 0 0 8 461
Machine Learning and the Implementable Efficient Frontier 0 0 6 48 6 16 57 166
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 3 42 1 7 29 234
Market Liquidity and Funding Liquidity 1 3 8 758 9 49 152 3,012
Market Liquidity and Funding Liquidity 0 0 3 213 6 25 75 1,063
Market liquidity and funding liquidity 0 1 7 68 2 10 30 494
Measuring Systemic Risk 0 1 3 585 4 12 33 1,545
Measuring systemic risk 1 4 6 1,116 8 19 137 3,990
Monitoring Leverage 0 0 0 140 0 1 8 446
Over-the-Counter Markets 0 0 0 217 3 20 46 802
Predatory Trading 0 1 2 97 0 7 28 504
Predatory Trading 1 2 3 121 1 91 127 730
Predatory Trading 0 0 3 205 3 6 16 798
Principal Portfolios 1 1 2 24 4 6 31 124
Principal Portfolios 0 0 1 27 2 6 18 96
Risk Everywhere: Modeling and Managing Volatility 0 1 5 85 0 9 36 210
Size Matters, if You Control Your Junk 0 0 0 41 4 14 40 296
Slow Moving Capital 0 0 0 60 1 2 21 292
Slow Moving Capital 0 0 0 78 0 2 21 355
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 31 0 3 32 214
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 94 0 1 10 412
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 1 4 12 138
Valuation in Dynamic Bargaining Markets 0 0 0 1 0 1 11 228
Valuation in Over-the-Counter Markets 0 0 0 41 1 6 13 242
Valuation in Over-the-Counter Markets 0 0 0 136 0 7 19 503
When Everyone Runs for the Exit 0 0 0 84 0 1 16 352
When Everyone Runs for the Exit 0 1 1 32 0 2 20 180
Total Working Papers 9 39 128 8,385 141 684 2,094 32,130

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 1 1 1 16 1 8 17 63
Adverse Selection and the Required Return 0 1 1 69 0 4 9 312
Asset pricing with liquidity risk 1 3 23 1,035 6 31 197 3,494
Betting against beta 3 6 19 254 22 46 132 1,409
Betting against correlation: Testing theories of the low-risk effect 2 4 13 74 8 15 68 288
Buffett’s Alpha 1 3 7 7 23 59 88 90
Carbon Pricing versus Green Finance 4 14 14 14 15 49 49 49
Carry 6 15 41 694 33 71 180 1,775
Demand-Based Option Pricing 0 3 10 86 5 32 72 543
Dynamic Trading with Predictable Returns and Transaction Costs 2 4 12 64 9 21 74 271
Dynamic portfolio choice with frictions 0 1 4 49 2 7 24 168
Early option exercise: Never say never 1 1 2 9 1 5 22 120
Economics with Market Liquidity Risk 0 0 2 27 0 6 18 100
Efficiently Inefficient Markets for Assets and Asset Management 0 1 3 39 2 11 28 166
Embedded Leverage 0 0 1 12 1 3 22 61
Enhanced Portfolio Optimization 0 0 5 8 4 13 37 48
Game on: Social networks and markets 0 0 2 22 2 6 33 120
Generalized recovery 0 0 1 10 0 4 14 93
Hedge Funds in the Aftermath of the Financial Crisis 0 1 1 2 0 3 12 15
How Sovereign Is Sovereign Credit Risk? 1 6 29 466 3 16 82 1,520
Is Capital Structure Irrelevant with ESG Investors? 1 4 16 16 5 29 90 90
Is There a Replication Crisis in Finance? 0 1 2 2 14 24 40 40
Leverage Aversion and Risk Parity 0 1 5 8 11 31 58 66
Liquidity and Asset Prices 1 3 14 72 9 25 71 280
Liquidity and Risk Management 0 0 0 94 0 0 7 392
Low-Risk Investing without Industry Bets 0 0 0 0 1 4 7 11
Margin-based Asset Pricing and Deviations from the Law of One Price 0 1 3 75 2 10 37 438
Market Liquidity and Funding Liquidity 9 39 87 984 47 177 362 3,756
Measuring Systemic Risk 1 12 62 551 27 71 254 1,866
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 0 252 0 2 13 712
Over-the-Counter Markets 0 0 6 403 5 21 107 1,513
Predatory Trading 0 2 12 314 3 14 60 1,287
Principal Portfolios 0 1 1 16 3 11 37 107
Quality minus junk 4 23 81 242 35 120 392 1,190
Regulating Systemic Risk 0 1 3 3 0 2 13 13
Responsible investing: The ESG-efficient frontier 8 23 69 585 56 142 382 1,894
Risk Everywhere: Modeling and Managing Volatility 0 0 2 29 1 8 27 139
Securities lending, shorting, and pricing 1 1 3 394 1 6 31 993
Sharpening the Arithmetic of Active Management 0 0 0 0 2 9 29 30
Size matters, if you control your junk 0 0 5 37 5 15 56 250
Slow Moving Capital 0 1 3 95 3 9 35 515
Time series momentum 9 22 128 646 152 297 825 2,623
Valuation in Over-the-Counter Markets 0 1 1 64 1 4 20 309
Value and Momentum Everywhere 0 1 10 177 28 56 126 937
When Everyone Runs for the Exit 0 0 0 77 0 2 19 372
Which Trend Is Your Friend? 0 1 1 1 0 5 8 10
“Will My Risk Parity Strategy Outperform?”: A Comment 0 0 1 2 0 1 6 9
Total Journal Articles 56 202 706 8,096 548 1,505 4,290 30,547

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 11 53 123 629
Market Liquidity 0 0 0 0 1 6 13 181
Market Liquidity 0 0 0 0 0 3 9 70
Total Books 0 0 0 0 12 62 145 880

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Carry Trades and Currency Crashes 1 5 13 270 13 57 145 1,074
How to Calculate Systemic Risk Surcharges 1 2 2 94 2 6 23 305
Introduction 0 1 1 49 1 5 8 122
Monitoring Leverage 0 0 0 24 0 2 11 108
TAXING SYSTEMIC RISK 0 0 0 66 0 1 11 193
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 0 9 18 386
Total Chapters 2 8 16 617 16 80 216 2,188

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Statistics updated 2026-07-10