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Lasse Heje Pedersen
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1	Dynamic Portfolio Choice with Frictions: Appendix Nicolae Gˆarleanu and Lasse Heje Pedersen∗ June 16, 2016 ∗ Add to Reading List Source URL: www.sciencedirect.com Language: English - Date: 2018-01-12 07:10:33
2	Buffett’s Alpha Andrea Frazzini, David Kabiller, and Lasse Heje Pedersen * First Draft: May 3, 2012 This draft: November 21, 2013 Abstract Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2013-11-21 03:51:45
3	How to Succeed in Academia or Die Trying Have Fun Trying Lasse Heje Pedersen* Copenhagen Business School, NYU, AQR, and CEPR www.lhpedersen.com Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2017-03-06 05:48:10
4	økonom, lasse Heje Pedersen Add to Reading List Source URL: docs.lhpedersen.com Language: Danish - Date: 2012-08-25 10:56:44
5	Embedded Leverage Andrea Frazzini and Lasse Heje Pedersen * First Draft: September 1, 2011 This draft: November 14, 2012 Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2012-11-14 10:07:50
6	CALL FOR PAPERS The Financial Research Centre, Department of Finance, Faculty of Business Administration, Corvinus University of Budapest and the Game Theory Research Group, Centre for Economic and Regional Studies, Hung Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2016-03-02 03:56:20 Financial markets Financial risk Mathematical finance Monte Carlo methods in finance Banking Market liquidity Funding liquidity Market microstructure Margin at risk Profit at risk Liquidity risk Lasse Heje Pedersen
7	Slow Moving Capital By Mark Mitchell, Lasse Heje Pedersen, and Todd Pulvino* Unlike textbook arbitrageurs who instantaneously trade when prices deviate from fundamental values, real world arbitrageurs must overcome vario Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2007-08-27 14:24:38 Finance Convertible arbitrage Convertible bond Arbitrage Risk arbitrage Hedge fund Proprietary trading Long-Term Capital Management Futures contract Financial economics Investment Financial markets
8	THE JOURNAL OF FINANCE • VOL. LX, NO. 4 • AUGUST[removed]Predatory Trading MARKUS K. BRUNNERMEIER and LASSE HEJE PEDERSEN∗ ABSTRACT This paper studies predatory trading, trading that induces and/or exploits the need Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2005-07-21 09:17:45 Investment Trading room Futures contract Markus Brunnermeier Market impact Liquidity risk Stock market Margin Short Financial markets Financial economics Finance
9	Margin-based Asset Pricing and Deviations from the Law of One Price Nicolae Gˆarleanu University of California Lasse Heje Pedersen New York University Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2011-09-14 08:14:25 Financial markets United States housing bubble Mathematical finance Financial risk Capital asset pricing model Liquidity risk Liquidity crisis Late-2000s financial crisis Margin Financial economics Economics Finance
10	THE JOURNAL OF FINANCE VOL. LVIII, NO. 1 FEB[removed]Modeling Sovereign Yield Spreads: A Case Study of Russian Debt DARRELL DUFFIE, LASSE HEJE PEDERSEN, and KENNETH J. SINGLETON* ABSTRACT Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2003-03-18 13:45:13 Financial crises Debt Notes Bankruptcy Government debt Sovereign default Bond Corporate bond Government bond Economics Financial economics Finance

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