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Lasse Heje Pedersen

Lasse Heje Pedersen

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Economics and Finance
Denmark
2026

D-Index & Metrics

Economics and Finance

D-Index
67
Citations
53063
World Ranking
521
National Ranking
1

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in Denmark Leader Award
  • 2025 - Research.com Economics and Finance in Denmark Leader Award
  • 2024 - Research.com Economics and Finance in Denmark Leader Award
  • 2023 - Research.com Economics and Finance in Denmark Leader Award
  • 2022 - Research.com Economics and Finance in Denmark Leader Award

Overview

Lasse Heje Pedersen is affiliated with Copenhagen Business School in Denmark and is active in research primarily within the fields of Economics, Econometrics, and Finance. Their body of work includes 61 publications categorized mostly under Economics, Econometrics and Finance, with subfields notably focused on Finance, Economics and Econometrics, Accounting, Management Science and Operations Research, and General Economics, Econometrics and Finance.

The main research topics covered by their work include Financial Markets and Investment Strategies, Credit Risk and Financial Regulations, Housing Market and Economics, Complex Systems and Time Series Analysis, Corporate Finance and Governance, Monetary Policy and Economic Impact, and Banking stability, regulation, efficiency.

Notable recent publications by Lasse Heje Pedersen are:

  • "Responsible investing: The ESG-efficient frontier" (2020), Journal of Financial Economics
  • "Game on: Social networks and markets" (2022), Journal of Financial Economics

Frequent coauthors collaborating with Pedersen include Theis Ingerslev Jensen, Andrea Frazzini, Semyon Malamud, Bryan T. Kelly, and Peter Feldhütter.

Their work is often published in venues such as the SSRN Electronic Journal, Journal of Financial Economics, The Journal of Finance, The Review of Asset Pricing Studies, and The Journal of Portfolio Management.

Best Publications

  • Market Liquidity and Funding Liquidity

    Markus K. Brunnermeier;Lasse Heje Pedersen

  • Asset pricing with liquidity risk

    Viral V. Acharya;Viral V. Acharya;Lasse Heje Pedersen;Lasse Heje Pedersen;Lasse Heje Pedersen

  • Market liquidity and funding liquidity

    Markus K Brunnermeier;Lasse Heje Pedersen

  • Betting against beta

    Andrea Frazzini;Lasse Heje Pedersen

  • Value and Momentum Everywhere: Value and Momentum Everywhere

    Clifford S. Asness;Tobias J. Moskowitz;Lasse Heje Pedersen

  • Measuring Systemic Risk

    Unknown

  • Time series momentum.

    Tobias J. Moskowitz;Yao Hua Ooi;Lasse Heje Pedersen

  • Measuring Systemic Risk

    Unknown

  • Carry Trades and Currency Crashes

    Markus Brunnermeier;Stefan Nagel;Lasse Pedersen

  • Market Liquidity and Funding Liquidity

    Lasse Heje Pedersen;Markus K. Brunnermeier

  • OVER-THE-COUNTER MARKETS

    Darrell Duffie;Nicolae Garleanu;Lasse Heje Pedersen

  • Value and Momentum Everywhere

    Unknown

  • How Sovereign is Sovereign Credit Risk

    Francis A. Longstaff;Jun Pan;Lasse H. Pedersen;Kenneth J. Singleton

  • Carry Trades and Currency Crashes

    Markus Konrad Brunnermeier;Stefan Nagel;Lasse H. Pedersen

  • Responsible Investing: The ESG-efficient Frontier

    Lasse Heje Pedersen;Lasse Heje Pedersen;Shaun Fitzgibbons;Lukasz Pomorski

  • Liquidity and Asset Prices

    Yakov Amihud;Haim Mendelson;Lasse Heje Pedersen

  • Demand-Based Option Pricing

    Nicolae Garleanu;Lasse Heje Pedersen;Allen M. Poteshman

  • Quality Minus Junk

    Clifford S. Asness;Andrea Frazzini;Lasse Heje Pedersen

  • Securities lending, shorting, and pricing

    Darrell Duffie;Nicolae Gârleanu;Lasse Heje Pedersen

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

    Nicolae Gârleanu;Lasse Heje Pedersen

  • Valuation in Over-the-Counter Markets

    Darrell Duffie;Nicolae Garleanu;Lasse Heje Pedersen

  • Asset Pricing with Liquidity Risk

    Viral V. Acharya;Viral V. Acharya;Lasse Heje Pedersen;Lasse Heje Pedersen;Lasse Heje Pedersen

  • Dynamic Trading with Predictable Returns and Transaction Costs

    Nicolae Gârleanu;Lasse Heje Pedersen

  • Slow moving capital

    Mark Mitchell;Lasse Heje Pedersen;Todd Pulvino

  • Predatory Trading

    Unknown

  • Demand-Based Option Pricing

    Nicolae Gârleanu;Lasse Heje Pedersen;Allen M. Poteshman

  • Securities Lending, Shorting, and Pricing

    Darrell Duffie;Darrell Duffie;Nicolae Garleanu;Nicolae Garleanu;Nicolae Garleanu;Lasse Heje Pedersen

Frequent Co-Authors

Darrell Duffie
Darrell Duffie Stanford University
Yakov Amihud
Yakov Amihud New York University
Viral V. Acharya
Viral V. Acharya New York University
Tobias J. Moskowitz
Tobias J. Moskowitz Yale University
Matthew Richardson
Matthew Richardson New York University
Kenneth J. Singleton
Kenneth J. Singleton Stanford University
Markus K. Brunnermeier
Markus K. Brunnermeier Princeton University
Tim Bollerslev
Tim Bollerslev Duke University
Thomas Philippon
Thomas Philippon New York University
Francis A. Longstaff
Francis A. Longstaff University of California, Los Angeles

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