Lasse Heje Pedersen is both a distinguished academic and an asset manager. A finance professor at Copenhagen Business School and NYU Stern School of Business, he has published a number of influential academic papers on liquidity risk, asset prices, and trading strategies. His research has been cited by Ben Bernanke and other central bank governors around the world, by leading asset managers, and in thousands of academic and industry papers. He has won a number of awards, most notably the Bernácer Prize for the best E.U. economist under 40 years of age, the Banque de France-TSE Prize, the Fama-DFA Prize, and the Michael Brennan Award.
Lasse has applied his research as a principal at AQR Capital Management, a global asset manager with more than $100 billion of assets across its hedge funds and long-only investments. He has helped start several funds, has developed trading strategies across equity markets, macro markets, and arbitrage strategies, and has performed applied research on portfolio optimization, trade execution, and risk modeling.1
In addition to his experience at AQR and academia, Lasse has served in the Liquidity Working Group meeting at the Federal Reserve Bank of New York to address liquidity issues during the global financial crisis, the New York Fed’s Monetary Policy Panel, the Economic Advisory Boards of NASDAQ and FTSE, as a Director of the American Finance Association, and on the editorial boards of several journals such as the Journal of Finance and the Quarterly Journal of Economics. Lasse received his B.S. and M.S. from the University of Copenhagen and his Ph.D. from Stanford University Graduate School of Business.
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1 The views expressed herein are those of the author and do not necessarily reflect the views of AQR Capital Management, LLC, its affiliates, or its employees.