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51

Liquidity and Risk Management

Nicolae Gârleanu and Lasse Heje Pedersen

Journal:

American Economic Review

Year:

2007

Language:

english

File:

PDF, 813 KB

english, 2007

52

Slow Moving Capital

Mitchell, Mark, Pedersen, Lasse Heje, Pulvino, Todd

Journal:

American Economic Review

Year:

2007

Language:

english

File:

PDF, 188 KB

english, 2007

53

Betting Against Correlation: Testing Theories of the Low-Risk Effect

Asness, Clifford S., Frazzini, Andrea, Gormsen, Niels Joachim, Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 1.41 MB

english, 2016

54

Demand-Based Option Pricing

Garleanu, Nicolae Bogdan, Pedersen, Lasse Heje, Poteshman, Allen M.

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 433 KB

english, 2005

55

Securities Lending, Shorting, and Pricing

Duffie, Darrell Darrell, Garleanu, Nicolae Bogdan, Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 359 KB

english, 2002

56

Time Series Momentum

Moskowitz, Tobias, Ooi, Yao Hua, Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 592 KB

english, 2011

57

Generalized Recovery

Jensen, Christian Skov, Lando, David, Pedersen, Lasse Heje

Journal:

Journal of Financial Economics

Year:

2018

Language:

english

File:

PDF, 3.38 MB

english, 2018

58

Efficiently Inefficient (How Smart Money Invests and Market Prices Are Determined) || Chapter 6. Introduction to Equity Valuation and Investing

Pedersen, Lasse Heje

Year:

2015

File:

PDF, 109 KB

2015

59

Market Liquidity (Asset Pricing, Risk, and Crises) || Introduction and Overview of the Book

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

File:

PDF, 66 KB

2012

60

Market Liquidity (Asset Pricing, Risk, and Crises) || Liquidity, Maturity, and the Yields on U.S. Treasury Securities＊

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

File:

PDF, 167 KB

2012

61

Efficiently Inefficient (How Smart Money Invests and Market Prices Are Determined) || Chapter 14. Fixed-Income Arbitrage

Pedersen, Lasse Heje

Year:

2015

File:

PDF, 641 KB

2015

62

Efficiently Inefficient (How Smart Money Invests and Market Prices Are Determined) || Chapter 1. Understanding Hedge Funds and Other Smart Money

Pedersen, Lasse Heje

Year:

2015

File:

PDF, 136 KB

2015

63

Efficiently Inefficient (How Smart Money Invests and Market Prices Are Determined) || Chapter 16. Event-Driven Investments

Pedersen, Lasse Heje

Year:

2015

File:

PDF, 624 KB

2015

64

Over-the-Counter Markets

Darrell Duffie, Nicolae Gârleanu, Lasse Heje Pedersen

Journal:

Year:

2005

Language:

english

File:

PDF, 234 KB

english, 2005

65

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

Gârleanu, Nicolae, Pedersen, Lasse Heje

Journal:

Review of Financial Studies

Year:

2011

Language:

english

File:

PDF, 543 KB

english, 2011

66

Demand-Based Option Pricing

Nicolae Gârleanu, Lasse Heje Pedersen and Allen M. Poteshman

Journal:

Review of Financial Studies

Year:

2009

Language:

english

File:

PDF, 2.82 MB

english, 2009

67

Adverse Selection and the Required Return

Nicolae Gârleanu and Lasse Heje Pedersen

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 584 KB

english, 2004

68

Over-the-Counter Markets

Darrell Duffie, Nicolae Gârleanu and Lasse Heje Pedersen

Journal:

Year:

2005

Language:

english

File:

PDF, 3.27 MB

english, 2005

69

Adverse Selection and the Required Return

Gârleanu, Nicolae, Pedersen, Lasse Heje

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 168 KB

english, 2004

70

The Academic Analysis of the 2008 Financial Crisis || Margin-based Asset Pricing and Deviations from the Law of One Price

Nicolae Gârleanu and Lasse Heje Pedersen

Journal:

Review of Financial Studies

Year:

2011

Language:

english

File:

PDF, 3.51 MB

english, 2011

71

Dynamic portfolio choice with frictions

Gârleanu, Nicolae, Pedersen, Lasse Heje

Journal:

Journal of Economic Theory

Year:

2016

Language:

english

File:

PDF, 589 KB

english, 2016

72

Valuation in Over-the-Counter Markets

Darrell Duffie, Nicolae Gârleanu and Lasse Heje Pedersen

Journal:

Review of Financial Studies

Year:

2007

Language:

english

File:

PDF, 3.63 MB

english, 2007

73

Sharpening the Arithmetic of Active Management

Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2017

File:

PDF, 499 KB

2017

74

Asset Pricing with Liquidity Risk

Acharya, Viral V., Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 349 KB

english, 2003

75

A Century of Evidence on Trend-Following Investing

Hurst, Brian, Ooi, Yao Hua, Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 927 KB

english, 2017

76

Size Matters, If You Control Your Junk

Asness, Clifford S., Frazzini, Andrea, Israel, Ronen, Moskowitz, Tobias J., Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.59 MB

english, 2015

77

Dynamic Trading with Predictable Returns and Transaction Costs

Garleanu, Nicolae Bogdan, Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 132 KB

english, 2009

78

Market Liquidity and Funding Liquidity

Pedersen, Lasse Heje, Brunnermeier, Markus K.

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 276 KB

english, 2005

79

Which Trend Is Your Friend?

Levine, Ari, Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 426 KB

english, 2015

80

Early Option Exercise: Never Say Never

Jensen, Mads Vestergaard, Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 2.96 MB

english, 2015

81

Value and Momentum Everywhere

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

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 474 KB

english, 2009

82

Size Matters, If You Control Your Junk

Asness, Clifford S., Frazzini, Andrea, Israel, Ronen, Moskowitz, Tobias J., Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.86 MB

english, 2015

83

Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

Duffie, Darrell Darrell, Pedersen, Lasse Heje, Singleton, Kenneth J.

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 449 KB

english, 2001

84

Deep Value

Asness, Clifford S., Liew, John M., Pedersen, Lasse Heje, Thapar, Ashwin K

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 2.47 MB

english, 2017

85

Generalized Recovery

Jensen, Christian Skov, Lando, David, Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2017

File:

PDF, 678 KB

2017

86

Market Liquidity (Asset Pricing, Risk, and Crises) || Liquidity, Maturity, and the Yields on U.S. Treasury Securities

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

Language:

english

File:

PDF, 57 KB

english, 2012

87

Market Liquidity (Asset Pricing, Risk, and Crises) || Market Liquidity and Funding Liquidity

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

Language:

english

File:

PDF, 44 KB

english, 2012

88

Trends Everywhere

Babu, Abhilash, Levine, Ari, Ooi, Yao Hua, Pedersen, Lasse Heje, Stamelos, Erik

Journal:

SSRN Electronic Journal

Year:

2018

File:

PDF, 943 KB

2018

89

Market Liquidity (Asset Pricing, Risk, and Crises) || References for Introductions and Summaries

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

Language:

english

File:

PDF, 54 KB

english, 2012

90

Market Liquidity (Asset Pricing, Risk, and Crises) || Introduction and Overview of the Book

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

Language:

english

File:

PDF, 66 KB

english, 2012

91

Market Liquidity (Asset Pricing, Risk, and Crises) || Introduction and Overview

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

Language:

english

File:

PDF, 165 KB

english, 2012

92

Market Liquidity (Asset Pricing, Risk, and Crises) || Asset Pricing and the Bid–Ask Spread

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

Language:

english

File:

PDF, 338 KB

english, 2012

93

Market Liquidity (Asset Pricing, Risk, and Crises) || Liquidity, Maturity, and the Yields on U.S. Treasury Securities＊

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

Language:

english

File:

PDF, 167 KB

english, 2012

94

Market Liquidity (Asset Pricing, Risk, and Crises) || Slow Moving Capital

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

Language:

english

File:

PDF, 131 KB

english, 2012

95

Market Liquidity (Asset Pricing, Risk, and Crises) || Market Liquidity and Funding Liquidity＊

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

Language:

english

File:

PDF, 424 KB

english, 2012

96

Market Liquidity (Asset Pricing, Risk, and Crises) || Market Liquidity and Funding Liquidity＊

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

File:

PDF, 424 KB

2012

97

Market Liquidity (Asset Pricing, Risk, and Crises) || Slow Moving Capital

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

File:

PDF, 131 KB

2012

98

Market Liquidity (Asset Pricing, Risk, and Crises) || Asset Pricing and the Bid–Ask Spread

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

File:

PDF, 338 KB

2012

99

Market Liquidity (Asset Pricing, Risk, and Crises) || Introduction and Overview

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

File:

PDF, 165 KB

2012

100

Market Liquidity (Asset Pricing, Risk, and Crises) || References for Introductions and Summaries

Amihud, Yakov, Mendelson, Haim, Pedersen, Lasse Heje

Year:

2012

File:

PDF, 54 KB

2012