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 0 2 35 1,472
Asset Pricing with Liquidity Risk 0 0 2 288 0 1 36 923
Asset Pricing with Liquidity Risk 0 0 6 552 1 4 45 1,605
Betting Against Beta 0 0 4 183 4 8 63 915
Betting Against Beta 0 1 2 20 6 17 70 220
Betting Against Correlation: Testing Theories of the Low-Risk Effect 2 3 5 62 5 10 28 208
Buffett's Alpha 2 3 6 177 3 21 152 737
Buffett?s Alpha 0 0 2 121 1 3 37 521
Carry 1 1 6 51 7 22 70 411
Carry 1 1 5 72 4 6 35 318
Carry Trades and Currency Crashes 2 2 3 645 5 8 45 2,352
Carry Trades and Currency Crashes 0 0 1 8 2 3 15 29
Deep Value 1 1 1 47 1 2 14 179
Demand-Based Option Pricing 0 0 1 103 1 3 31 540
Demand-Based Option Pricing 0 0 1 130 2 4 43 586
Dynamic Trading with Predictable Returns and Transaction Costs 0 3 4 106 1 9 102 410
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 0 33 2 4 31 184
Early Option Exercise: Never Say Never 0 0 0 15 0 0 14 194
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 19 0 0 12 98
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 82 0 0 21 255
Embedded Leverage 1 1 1 40 3 3 24 256
Generalized Recovery 0 0 0 15 0 1 5 78
Generalized Recovery 0 1 1 13 1 4 13 94
How Sovereign is Sovereign Credit Risk? 1 3 4 310 1 8 50 964
Is There A Replication Crisis In Finance? 1 1 12 91 4 21 98 430
Liquidity and Asset Prices 1 1 12 200 4 8 59 436
Liquidity and Risk Management 0 0 0 219 1 1 9 462
Machine Learning and the Implementable Efficient Frontier 0 1 3 49 9 23 65 189
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 3 42 0 1 29 235
Market Liquidity and Funding Liquidity 1 2 10 760 8 31 173 3,043
Market Liquidity and Funding Liquidity 1 3 5 216 4 17 86 1,080
Market liquidity and funding liquidity 1 2 8 70 1 5 32 499
Measuring Systemic Risk 0 1 4 586 0 2 32 1,547
Measuring systemic risk 0 3 9 1,119 3 6 137 3,996
Monitoring Leverage 0 0 0 140 1 1 8 447
Over-the-Counter Markets 0 0 0 217 1 3 48 805
Predatory Trading 0 0 3 205 0 1 14 799
Predatory Trading 1 1 4 122 2 6 131 736
Predatory Trading 0 0 2 97 0 3 28 507
Principal Portfolios 0 0 1 27 1 3 20 99
Principal Portfolios 0 0 1 24 2 2 31 126
Risk Everywhere: Modeling and Managing Volatility 0 0 3 85 2 4 34 214
Size Matters, if You Control Your Junk 0 0 0 41 3 5 41 301
Slow Moving Capital 0 0 0 60 0 1 21 293
Slow Moving Capital 0 0 0 78 0 6 26 361
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 94 1 1 10 413
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 31 1 3 34 217
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 0 0 12 138
Valuation in Dynamic Bargaining Markets 0 0 0 1 2 2 13 230
Valuation in Over-the-Counter Markets 0 0 0 41 0 3 16 245
Valuation in Over-the-Counter Markets 0 0 0 136 0 1 20 504
When Everyone Runs for the Exit 0 0 0 84 0 3 18 355
When Everyone Runs for the Exit 0 0 1 32 1 1 20 181
Total Working Papers 17 35 139 8,420 101 307 2,256 32,437

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 0 6 23 69
Adverse Selection and the Required Return 0 0 1 69 1 1 10 313
Asset pricing with liquidity risk 1 4 22 1,039 12 31 205 3,525
Betting against beta 0 4 22 258 23 72 191 1,481
Betting against correlation: Testing theories of the low-risk effect 0 2 12 76 5 14 68 302
Buffett’s Alpha 2 3 8 10 4 23 108 113
Carbon Pricing versus Green Finance 0 4 18 18 7 17 66 66
Carry 12 21 57 715 44 84 237 1,859
Demand-Based Option Pricing 1 2 12 88 15 30 92 573
Dynamic Trading with Predictable Returns and Transaction Costs 0 2 13 66 10 31 97 302
Dynamic portfolio choice with frictions 1 4 7 53 6 12 31 180
Early option exercise: Never say never 0 0 2 9 1 5 23 125
Economics with Market Liquidity Risk 0 0 1 27 0 0 16 100
Efficiently Inefficient Markets for Assets and Asset Management 0 0 2 39 2 2 23 168
Embedded Leverage 0 0 1 12 0 2 24 63
Enhanced Portfolio Optimization 0 0 4 8 0 3 38 51
Game on: Social networks and markets 0 0 2 22 2 5 33 125
Generalized recovery 0 0 1 10 0 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? 0 4 26 470 3 13 83 1,533
Is Capital Structure Irrelevant with ESG Investors? 0 1 13 17 3 5 80 95
Is There a Replication Crisis in Finance? 0 1 3 3 10 30 70 70
Leverage Aversion and Risk Parity 2 3 6 11 16 23 75 89
Liquidity and Asset Prices 0 5 16 77 4 16 76 296
Liquidity and Risk Management 0 0 0 94 2 4 11 396
Low-Risk Investing without Industry Bets 0 0 0 0 2 5 12 16
Margin-based Asset Pricing and Deviations from the Law of One Price 0 1 4 76 3 7 42 445
Market Liquidity and Funding Liquidity 5 27 107 1,011 32 135 470 3,891
Measuring Systemic Risk 2 3 50 554 12 39 248 1,905
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 0 252 1 2 15 714
Over-the-Counter Markets 0 1 4 404 2 5 101 1,518
Predatory Trading 0 3 12 317 1 9 61 1,296
Principal Portfolios 0 1 2 17 3 8 42 115
Quality minus junk 4 17 79 259 29 98 435 1,288
Regulating Systemic Risk 0 0 2 3 0 1 12 14
Responsible investing: The ESG-efficient frontier 5 15 70 600 12 58 373 1,952
Risk Everywhere: Modeling and Managing Volatility 0 0 1 29 2 6 27 145
Securities lending, shorting, and pricing 0 0 3 394 2 10 39 1,003
Sharpening the Arithmetic of Active Management 0 0 0 0 2 8 36 38
Size matters, if you control your junk 1 2 5 39 6 15 61 265
Slow Moving Capital 0 0 3 95 1 6 39 521
Time series momentum 17 54 157 700 204 612 1,342 3,235
Valuation in Over-the-Counter Markets 0 0 1 64 1 2 20 311
Value and Momentum Everywhere 0 1 8 178 16 51 167 988
When Everyone Runs for the Exit 0 1 1 78 1 2 21 374
Which Trend Is Your Friend? 1 1 2 2 3 5 13 15
“Will My Risk Parity Strategy Outperform?”: A Comment 1 1 1 3 1 2 6 11
Total Journal Articles 55 188 763 8,284 506 1,520 5,291 32,067

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 6 23 134 652
Market Liquidity 0 0 0 0 0 1 10 71
Market Liquidity 0 0 0 0 0 0 13 181
Total Books 0 0 0 0 6 24 157 904

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 5 18 275 6 18 156 1,092
How to Calculate Systemic Risk Surcharges 0 0 2 94 0 1 22 306
Introduction 0 0 1 49 1 1 8 123
Monitoring Leverage 0 0 0 24 1 3 13 111
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 21 622 8 23 228 2,211

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Statistics updated 2026-10-11