Lasse Heje Pedersen
32 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0001-7126-5530
Copenhagen Business School
Publications
- Carbon Pricing versus Green Finance — The Journal of Finance 2026 (name-matched, not ORCID-linked)
- Machine Learning and the Implementable Efficient Frontier — The Review of Financial Studies 2026
- Is Capital Structure Irrelevant with ESG Investors? — The Review of Financial Studies 2025
- Principal Portfolios — The Journal of Finance 2023
- Is There a Replication Crisis in Finance? — The Journal of Finance 2023
- Game on: Social networks and markets — Journal of Financial Economics 2022
- Responsible investing: The ESG-efficient frontier — Journal of Financial Economics 2021
- Betting against correlation: Testing theories of the low-risk effect — Journal of Financial Economics 2020
- Quality minus junk — Review of Accounting Studies 2019
- Generalized recovery — Journal of Financial Economics 2019
- Risk Everywhere: Modeling and Managing Volatility — The Review of Financial Studies 2018
- Efficiently Inefficient Markets for Assets and Asset Management — The Journal of Finance 2018
- Size matters, if you control your junk — Journal of Financial Economics 2018
- Carry — Journal of Financial Economics 2018
- Measuring Systemic Risk — The Review of Financial Studies 2017
- Early option exercise: Never say never — Journal of Financial Economics 2016
- Betting against beta — Journal of Financial Economics 2014
- Dynamic Trading with Predictable Returns and Transaction Costs — The Journal of Finance 2013
- Value and Momentum Everywhere — The Journal of Finance 2013
- Time series momentum — Journal of Financial Economics 2012
- Margin-based Asset Pricing and Deviations from the Law of One Price — The Review of Financial Studies 2011
- Demand-Based Option Pricing — The Review of Financial Studies 2009
- Market Liquidity and Funding Liquidity — The Review of Financial Studies 2009
- Slow Moving Capital — American Economic Review 2007
- Valuation in Over-the-Counter Markets — The Review of Financial Studies 2007
- Liquidity and Risk Management — American Economic Review 2007
- Predatory Trading — The Journal of Finance 2005
- Over-the-Counter Markets — Econometrica 2005
- Asset pricing with liquidity risk — Journal of Financial Economics 2005
- Adverse Selection and the Required Return — The Review of Financial Studies 2004
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt — The Journal of Finance 2003
- Securities lending, shorting, and pricing — Journal of Financial Economics 2002