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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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Size matters, if you control your junk
Asness, Cliff
;
Frazzini, Andrea
;
Israel, Ronen
; …
-
2018
Persistent link: https://www.econbiz.de/10011884243
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2
Betting against correlation : testing theories of the low-risk effect
Asness, Cliff
;
Frazzini, Andrea
;
Gormsen, Niels
; …
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2018
Persistent link: https://www.econbiz.de/10011884270
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3
Deep value
Asness, Cliff
;
Liew, John M.
;
Pedersen, Lasse Heje
; …
-
2018
Persistent link: https://www.econbiz.de/10011884256
Saved in:
4
Buffett's alpha
Frazzini, Andrea
;
Kabiller, David
;
Pedersen, Lasse Heje
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2013
Persistent link: https://www.econbiz.de/10010243730
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5
When everyone runs for the exit
Pedersen, Lasse Heje
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2009
Persistent link: https://www.econbiz.de/10003887396
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Valuation in over-the-counter markets
Duffie, Darrell
;
Gârleanu, Nicolae B.
;
Pedersen, Lasse Heje
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2006
Persistent link: https://www.econbiz.de/10003310550
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7
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
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2009
Persistent link: https://www.econbiz.de/10003879959
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8
Slow moving capital
Mitchell, Mark
;
Pedersen, Lasse Heje
;
Pulvino, Todd
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2007
Persistent link: https://www.econbiz.de/10003432434
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9
Market liquiduty and fundung liquidity
Brunnermeier, Markus Konrad
;
Pedersen, Lasse Heje
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2007
Persistent link: https://www.econbiz.de/10003444223
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10
Two monetary tools : interest rates and haircuts
Ashcraft, Adam B.
;
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2010
Persistent link: https://www.econbiz.de/10008667420
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