What is he best known for?
The fields of study he is best known for:
- Finance
- Hedge fund
- Microeconomics
His main research concerns Market liquidity, Monetary economics, Liquidity risk, Capital asset pricing model and Liquidity premium.
His Market liquidity research is multidisciplinary, relying on both Skewness, Exchange rate and Hedge fund.
Lasse Heje Pedersen studies Funding liquidity which is a part of Monetary economics.
His Funding liquidity course of study focuses on Flight-to-liquidity and Leverage cycle, Credit risk, TED spread and Systemic risk.
His Capital asset pricing model study which covers Asset that intersects with Market price, Intermediation and Bid price.
His work investigates the relationship between Liquidity premium and topics such as Accounting liquidity that intersect with problems in Liquidity trap.
His most cited work include:
- Market Liquidity and Funding Liquidity (2681 citations)
- Asset pricing with liquidity risk (1791 citations)
- Asset pricing with liquidity risk (1791 citations)
What are the main themes of his work throughout his whole career to date?
His scientific interests lie mostly in Financial economics, Monetary economics, Capital asset pricing model, Market liquidity and Liquidity risk.
In the subject of general Monetary economics, his work in Interest rate is often linked to Cost of capital, thereby combining diverse domains of study.
His Capital asset pricing model research incorporates elements of Risk premium, Asset, Corporate governance and Margin.
His primary area of study in Market liquidity is in the field of Funding liquidity.
Liquidity premium is the focus of his Liquidity risk research.
His study explores the link between Liquidity premium and topics such as Accounting liquidity that cross with problems in Liquidity trap.
He most often published in these fields:
- Financial economics (39.88%)
- Monetary economics (40.48%)
- Capital asset pricing model (48.21%)
What were the highlights of his more recent work (between 2016-2021)?
- Capital asset pricing model (48.21%)
- Financial economics (39.88%)
- Asset allocation (14.29%)
In recent papers he was focusing on the following fields of study:
His primary scientific interests are in Capital asset pricing model, Financial economics, Asset allocation, Econometrics and Volatility.
Lasse Heje Pedersen has researched Capital asset pricing model in several fields, including Asset, Investment management, Market liquidity, Portfolio and Passive management.
Lasse Heje Pedersen studies Market liquidity, namely Liquidity risk.
His Liquidity risk study is related to the wider topic of Monetary economics.
His study in the field of Momentum also crosses realms of Control, Size premium and Value.
His work on Systematic risk as part of general Econometrics research is frequently linked to Leverage, bridging the gap between disciplines.
Between 2016 and 2021, his most popular works were:
- Quality Minus Junk (125 citations)
- A Century of Evidence on Trend-Following Investing (73 citations)
- Risk Everywhere: Modeling and Managing Volatility (65 citations)
In his most recent research, the most cited papers focused on:
- Finance
- Hedge fund
- Financial economics
Capital asset pricing model, Volatility, Econometrics, Financial economics and Asset allocation are his primary areas of study.
His work blends Capital asset pricing model and Leverage studies together.
His work in Volatility addresses subjects such as Margin, which are connected to disciplines such as Valuation, Earnings, Profitability index, Quality investing and Corporate finance.
His work on Trend following and Bond portfolio as part of general Financial economics study is frequently linked to Recession, Macro and Boom, therefore connecting diverse disciplines of science.
His Asset allocation research is multidisciplinary, incorporating perspectives in Transaction cost, Equity and Realized variance.
His The Internet research overlaps with other disciplines such as Market liquidity, Asset management, Investment, Search cost and Finance.
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