Pedersen - PDFSEARCH.IO - Document Search Engine

Pedersen
Results: 1260

#	Item
801	Adverse Selection and the Required Return Nicolae Gaˆrleanu University of Pennsylvania Lasse Heje Pedersen New York University An important feature of financial markets is that securities are traded repeatedly by Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2004-07-07 06:50:31 Finance Stock market Financial risk Bid–offer spread Market maker Order Futures contract Market liquidity Dark liquidity Financial markets Financial economics Investment
802	Market Liquidity and Funding Liquidity Markus K. Brunnermeier Princeton University Lasse Heje Pedersen New York University Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2010-02-07 17:29:00 Economics Liquidity risk Market liquidity Flight-to-quality Futures contract Speculation Markus Brunnermeier Financial risk Volatility Financial markets Financial economics Finance
803	American Economic Journal: Macroeconomics 3 (April 2011): 75–103 http://www.aeaweb.org/articles.php?doi=[removed]mac[removed]How Sovereign Is Sovereign Credit Risk?† By Francis A. Longstaff, Jun Pan, Lasse H. Pedersen, Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2011-05-27 08:15:10 United States housing bubble Financial crises Financial risk Bonds Economic bubbles Credit default swap Equity premium puzzle Liquidity risk High-yield debt Economics Financial economics Finance
804	Essays of an Information Scientist: Science Literacy, Policy, Evaluation, and other Essays, Vol:11, p.111,1988 Current Contents, #15, p.3-9, April 11,1988 Curmmt Cammsmts@ Add to Reading List Source URL: www.garfield.library.upenn.edu Language: English - Date: 1999-10-01 15:13:56 Charles J. Pedersen Jean-Marie Lehn Donald J. Cram Cryptand Crown ether Ether Macrocycle Inorganic chemistry Peter Bruce Chemistry Supramolecular chemistry Chelating agents
805	Dynamic Portfolio Choice with Frictions: Appendix Nicolae Gˆarleanu and Lasse Heje Pedersen∗ March 26, 2014 ∗ Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2014-03-26 17:05:57 Spectral theory of ordinary differential equations Spectral theory Operator theory Ordinary differential equations
806	Demand-Based Option Pricing Nicolae Gˆarleanu University of California at Berkeley, CEPR, and NBER Lasse Heje Pedersen New York University, CEPR, and NBER Allen M. Poteshman Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2010-02-07 17:25:57 Options Investment Black–Scholes Implied volatility Risk-neutral measure Forward contract Futures contract Stochastic volatility Volatility smile Financial economics Mathematical finance Finance
807	Measuring Systemic Risk∗ Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, and Matthew Richardson† May[removed]Abstract Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2010-06-10 12:06:11 Risk Systemic risk Financial crisis Basel II Derivative Credit default swap Value at risk Credit risk Late-2000s financial crisis Financial risk Economics Financial economics
808	THE JOURNAL OF FINANCE • VOL. LXVIII, NO. 3 • JUNE[removed]Value and Momentum Everywhere CLIFFORD S. ASNESS, TOBIAS J. MOSKOWITZ, and LASSE HEJE PEDERSEN∗ ABSTRACT We find consistent value and momentum return premia Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2013-06-12 08:18:55 Financial markets Investment Mathematical finance Financial risk Cliff Asness Fama–French three-factor model Asset allocation Hedge fund Efficient-market hypothesis Financial economics Finance Economics
809	Valuation in Over-the-Counter Markets Darrell Duffie Graduate School of Business, Stanford University Nicolae Gˆarleanu University of California, Berkeley Lasse Heje Pedersen Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2008-09-13 19:12:24 Financial markets Mathematical finance Actuarial science Financial risk Incomplete markets Derivative Futures contract Risk-neutral measure Risk premium Financial economics Finance Investment
810	Auctions with Endogenous Selling∗ Nicolae Gˆarleanu University of Pennsylvania and NBER Lasse Heje Pedersen New York University, CEPR, and NBER Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2006-06-20 14:42:00 Game theory Auction Vickrey auction English auction Auction theory Auctioneering Business

UPDATE