NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Lasse H. Pedersen

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

Working Papers

November 2013Buffett’s Alpha
with Andrea Frazzini, David Kabiller, Lasse H. Pedersen: w19681
August 2013Carry
with Ralph S.J. Koijen, Tobias J. Moskowitz, Lasse Heje Pedersen, Evert B. Vrugt: w19325
November 2012Embedded Leverage
with Andrea Frazzini, Lasse H. Pedersen: w18558
February 2011Margin-Based Asset Pricing and Deviations from the Law of One Price
with Nicolae Gârleanu, Lasse Heje Pedersen: w16777
December 2010Betting Against Beta
with Andrea Frazzini, Lasse H. Pedersen: w16601
September 2010Two Monetary Tools: Interest Rates and Haircuts
with Adam Ashcraft, Nicolae Gârleanu, Lasse Heje Pedersen: w16337
August 2009When Everyone Runs for the Exit
w15297
Dynamic Trading with Predictable Returns and Transaction Costs
with Nicolae B. Garleanu, Lasse H. Pedersen: w15205
November 2008Carry Trades and Currency Crashes
with Markus K. Brunnermeier, Stefan Nagel, Lasse H. Pedersen: w14473
December 2007How Sovereign is Sovereign Credit Risk?
with Francis A. Longstaff, Jun Pan, Lasse H. Pedersen, Kenneth J. Singleton: w13658
February 2007Market Liquidity and Funding Liquidity
with Markus K. Brunnermeier, Lasse Heje Pedersen: w12939
Liquidity and Risk Management
with Nicolae B. Garleanu, Lasse H. Pedersen: w12887
January 2007Slow Moving Capital
with Mark Mitchell, Lasse Heje Pedersen, Todd Pulvino: w12877
February 2006Valuation in Over-the-Counter Markets
with Darrell Duffie, Nicolae Garleanu, Lasse Heje Pedersen: w12020
December 2005Demand-Based Option Pricing
with Nicolae Garleanu, Lasse Heje Pedersen, Allen M. Poteshman: w11843
October 2004Asset Pricing with Liquidity Risk
with Viral V. Acharya, Lasse Heje Pedersen: w10814
Over-the-Counter Markets
with Darrell Duffie, Nicolae Garleanu, Lasse Heje Pedersen: w10816
September 2004Predatory Trading
with Markus K. Brunnermeier: w10755

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

 
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