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List of works by Lasse Heje Pedersen

Asset Pricing with Liquidity Risk

scientific article published in October 2004

Betting Against Beta

scientific article published in December 2010

Buffett's Alpha

scientific article published in November 2013

Carry

scientific article published in August 2013

Carry Trades and Currency Crashes

scientific article published in November 2008

Demand-Based Option Pricing

scientific article published in December 2005

Dynamic Trading with Predictable Returns and Transaction Costs

scientific article published in August 2009

Efficiently Inefficient Markets for Assets and Asset Management

scientific article published in September 2015

Embedded Leverage

scientific article published in November 2012

How Sovereign is Sovereign Credit Risk?

scientific article published in December 2007

Is There A Replication Crisis In Finance?

scientific article published in February 2021

Liquidity and Risk Management

scientific article published in February 2007

Margin-Based Asset Pricing and Deviations from the Law of One Price

scientific article published in February 2011

Market Liquidity and Funding Liquidity

scientific article published in February 2007

Over-the-Counter Markets

scientific article published in October 2004

Predatory Trading

scientific article published in September 2004

Principal Portfolios

scientific article published in June 2020

Slow Moving Capital

scientific article published in January 2007

Two Monetary Tools: Interest Rates and Haircuts

scientific article published in September 2010

Valuation in Over-the-Counter Markets

scientific article published in February 2006

When Everyone Runs for the Exit

scientific article published in August 2009