Lasse Heje Pedersen

Discussion Papers

DP12687 05 February 2018 Risk Everywhere: Modeling and Managing Volatility
Author(s): Lasse Heje Pedersen, Tim Bollerslev, Benjamin Hood, John Huss
DP12686 05 February 2018 Betting Against Correlation: Testing Theories of the Low-Risk Effect
Author(s): Lasse Heje Pedersen, Clifford S. Asness, Andrea Frazzini, Niels Joachim Gormsen
DP12685 05 February 2018 Deep Value
Author(s): Lasse Heje Pedersen, Clifford S. Asness, John M. Liew, Ashwin K Thapar
DP12684 05 February 2018 Size Matters, if You Control Your Junk
Author(s): Lasse Heje Pedersen, Clifford S. Asness, Andrea Frazzini, Ronen Israel
DP12665 29 January 2018 Generalized Recovery
Author(s): Lasse Heje Pedersen, Christian Skov Jensen, David Lando

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