NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Lasse H. Pedersen

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

November 2013Buffett’s Alpha
with Andrea Frazzini, David Kabiller: w19681
August 2013Carry
with Ralph S.J. Koijen, Tobias J. Moskowitz, Evert B. Vrugt: w19325
November 2012Embedded Leverage
with Andrea Frazzini: w18558
May 2012Monitoring Leverage
with John Geanakoplos
in Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
February 2012How to Calculate Systemic Risk Surcharges
with Viral V. Acharya, Thomas Philippon, Matthew Richardson
in Quantifying Systemic Risk, Joseph G. Haubrich and Andrew W. Lo, editors
May 2011Two Monetary Tools: Interest Rates and Haircuts
with Adam Ashcraft, Nicolae Gârleanu
in NBER Macroeconomics Annual 2010, Volume 25, Daron Acemoglu and Michael Woodford, editors
February 2011Margin-Based Asset Pricing and Deviations from the Law of One Price
with Nicolae Gârleanu: w16777
December 2010Betting Against Beta
with Andrea Frazzini: w16601
September 2010Two Monetary Tools: Interest Rates and Haircuts
with Adam Ashcraft, Nicolae Gârleanu: w16337
August 2009When Everyone Runs for the Exit
w15297
Dynamic Trading with Predictable Returns and Transaction Costs
with Nicolae B. Garleanu: w15205
April 2009Carry Trades and Currency Crashes
with Markus K. Brunnermeier, Stefan Nagel
in NBER Macroeconomics Annual 2008, Volume 23, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
November 2008Carry Trades and Currency Crashes
with Markus K. Brunnermeier, Stefan Nagel: w14473
December 2007How Sovereign is Sovereign Credit Risk?
with Francis A. Longstaff, Jun Pan, Kenneth J. Singleton: w13658
February 2007Market Liquidity and Funding Liquidity
with Markus K. Brunnermeier: w12939
Liquidity and Risk Management
with Nicolae B. Garleanu: w12887
January 2007Slow Moving Capital
with Mark Mitchell, Todd Pulvino: w12877
February 2006Valuation in Over-the-Counter Markets
with Darrell Duffie, Nicolae Garleanu: w12020
December 2005Demand-Based Option Pricing
with Nicolae Garleanu, Allen M. Poteshman: w11843
October 2004Asset Pricing with Liquidity Risk
with Viral V. Acharya: w10814
Over-the-Counter Markets
with Darrell Duffie, Nicolae Garleanu: w10816
September 2004Predatory Trading
with Markus K. Brunnermeier, Lasse Heje Pedersen: w10755

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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