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 1 3 37 923
Asset Pricing with Liquidity Risk 0 1 6 552 0 9 43 1,601
Asset Pricing with Liquidity Risk 0 0 0 438 0 4 34 1,470
Betting Against Beta 0 0 2 19 9 18 63 212
Betting Against Beta 0 1 4 183 2 8 59 909
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 0 3 59 2 5 24 200
Buffett's Alpha 0 1 3 174 8 66 142 724
Buffett?s Alpha 0 1 2 121 1 7 39 519
Carry 0 3 5 50 5 19 57 394
Carry 0 0 4 71 1 7 31 313
Carry Trades and Currency Crashes 0 1 3 643 2 10 44 2,346
Carry Trades and Currency Crashes 0 1 2 8 0 5 14 26
Deep Value 0 0 0 46 0 1 12 177
Demand-Based Option Pricing 0 1 1 130 0 6 40 582
Demand-Based Option Pricing 0 0 1 103 2 7 32 539
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 0 33 0 1 27 180
Dynamic Trading with Predictable Returns and Transaction Costs 2 2 4 105 3 6 100 404
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 1 21 255
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 19 0 2 12 98
Embedded Leverage 0 0 0 39 0 2 23 253
Generalized Recovery 0 0 0 12 1 2 11 91
Generalized Recovery 0 0 0 15 0 0 4 77
How Sovereign is Sovereign Credit Risk? 2 2 3 309 3 8 49 959
Is There A Replication Crisis In Finance? 0 2 14 90 3 18 86 412
Liquidity and Asset Prices 0 2 11 199 1 7 52 429
Liquidity and Risk Management 0 0 0 219 0 0 8 461
Machine Learning and the Implementable Efficient Frontier 0 0 5 48 3 14 52 169
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 3 42 1 4 29 235
Market Liquidity and Funding Liquidity 1 2 9 759 8 27 159 3,020
Market Liquidity and Funding Liquidity 2 2 5 215 6 17 80 1,069
Market liquidity and funding liquidity 0 1 7 68 0 5 30 494
Measuring Systemic Risk 1 1 4 586 2 8 34 1,547
Measuring systemic risk 3 5 9 1,119 3 12 139 3,993
Monitoring Leverage 0 0 0 140 0 0 7 446
Over-the-Counter Markets 0 0 0 217 0 4 45 802
Predatory Trading 0 0 2 97 1 3 28 505
Predatory Trading 0 0 3 205 1 4 17 799
Predatory Trading 0 2 3 121 0 86 127 730
Principal Portfolios 0 1 1 24 0 4 29 124
Principal Portfolios 0 0 1 27 1 4 19 97
Risk Everywhere: Modeling and Managing Volatility 0 0 4 85 0 1 35 210
Size Matters, if You Control Your Junk 0 0 0 41 0 7 39 296
Slow Moving Capital 0 0 0 78 1 1 22 356
Slow Moving Capital 0 0 0 60 0 2 21 292
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 31 1 3 33 215
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 94 0 0 10 412
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 0 2 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 0 1 19 503
Valuation in Over-the-Counter Markets 0 0 0 41 0 1 13 242
When Everyone Runs for the Exit 0 1 1 32 0 1 20 180
When Everyone Runs for the Exit 0 0 0 84 0 0 16 352
Total Working Papers 11 33 130 8,396 72 434 2,124 32,202

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 1 5 18 64
Adverse Selection and the Required Return 0 1 1 69 0 2 9 312
Asset pricing with liquidity risk 1 2 21 1,036 5 20 195 3,499
Betting against beta 2 7 21 256 29 62 157 1,438
Betting against correlation: Testing theories of the low-risk effect 2 5 14 76 6 17 69 294
Buffett’s Alpha 0 3 5 7 14 58 100 104
Carbon Pricing versus Green Finance 4 15 18 18 8 39 57 57
Carry 3 13 44 697 9 68 182 1,784
Demand-Based Option Pricing 0 2 10 86 4 25 72 547
Dynamic Trading with Predictable Returns and Transaction Costs 1 3 13 65 11 26 84 282
Dynamic portfolio choice with frictions 1 1 5 50 4 8 26 172
Early option exercise: Never say never 0 1 2 9 1 5 23 121
Economics with Market Liquidity Risk 0 0 1 27 0 1 17 100
Efficiently Inefficient Markets for Assets and Asset Management 0 1 2 39 0 6 23 166
Embedded Leverage 0 0 1 12 1 2 23 62
Enhanced Portfolio Optimization 0 0 4 8 1 8 36 49
Game on: Social networks and markets 0 0 2 22 3 5 34 123
Generalized recovery 0 0 1 10 1 2 13 94
Hedge Funds in the Aftermath of the Financial Crisis 0 1 1 2 3 4 15 18
How Sovereign Is Sovereign Credit Risk? 2 7 29 468 5 12 82 1,525
Is Capital Structure Irrelevant with ESG Investors? 1 2 17 17 2 15 92 92
Is There a Replication Crisis in Finance? 0 0 2 2 8 25 48 48
Leverage Aversion and Risk Parity 0 0 4 8 5 24 61 71
Liquidity and Asset Prices 2 3 15 74 7 21 76 287
Liquidity and Risk Management 0 0 0 94 1 1 8 393
Low-Risk Investing without Industry Bets 0 0 0 0 2 3 9 13
Margin-based Asset Pricing and Deviations from the Law of One Price 1 1 4 76 3 6 40 441
Market Liquidity and Funding Liquidity 8 32 91 992 41 148 396 3,797
Measuring Systemic Risk 0 6 55 551 21 72 256 1,887
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 0 252 0 0 13 712
Over-the-Counter Markets 0 0 6 403 2 11 107 1,515
Predatory Trading 1 1 12 315 2 11 58 1,289
Principal Portfolios 0 0 1 16 3 8 39 110
Quality minus junk 7 25 85 249 35 116 412 1,225
Regulating Systemic Risk 0 0 2 3 1 1 13 14
Responsible investing: The ESG-efficient frontier 4 23 68 589 31 127 396 1,925
Risk Everywhere: Modeling and Managing Volatility 0 0 2 29 2 6 29 141
Securities lending, shorting, and pricing 0 1 3 394 5 8 35 998
Sharpening the Arithmetic of Active Management 0 0 0 0 2 5 30 32
Size matters, if you control your junk 1 1 5 38 8 20 60 258
Slow Moving Capital 0 1 3 95 1 6 36 516
Time series momentum 16 34 140 662 192 428 996 2,815
Valuation in Over-the-Counter Markets 0 1 1 64 1 4 21 310
Value and Momentum Everywhere 1 2 11 178 18 65 141 955
When Everyone Runs for the Exit 0 0 0 77 0 0 19 372
Which Trend Is Your Friend? 0 1 1 1 0 3 8 10
“Will My Risk Parity Strategy Outperform?”: A Comment 0 0 0 2 0 0 5 9
Total Journal Articles 58 197 724 8,154 499 1,509 4,639 31,046

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 10 35 129 639
Market Liquidity 0 0 0 0 0 1 13 181
Market Liquidity 0 0 0 0 0 0 9 70
Total Books 0 0 0 0 10 36 151 890

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 4 14 271 1 31 144 1,075
How to Calculate Systemic Risk Surcharges 0 1 2 94 0 2 21 305
Introduction 0 0 1 49 0 2 7 122
Monitoring Leverage 0 0 0 24 0 0 11 108
TAXING SYSTEMIC RISK 0 0 0 66 0 0 11 193
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 0 4 18 386
Total Chapters 1 5 17 618 1 39 212 2,189

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Statistics updated 2026-08-07