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Measuring systemic risk
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - 2010
Persistent link: https://www.econbiz.de/10008729109
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How sovereign is sovereign credit risk?
Longstaff, Francis A.; Pan, Jun; Pedersen, Lasse Heje; … - 2007
Persistent link: https://www.econbiz.de/10003616015
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A tax on systemic risk
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - In: Post-crisis regulatory reforms to secure financial …, (pp. 3-39). 2010
Persistent link: https://www.econbiz.de/10008939341
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Value and momentum everywhere
Asness, Clifford S.; Moskowitz, Tobias J.; Pedersen, … - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 929-985
Persistent link: https://www.econbiz.de/10009754789
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Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - 2013
Persistent link: https://www.econbiz.de/10010243729
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Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - 2013
Persistent link: https://www.econbiz.de/10010126693
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Measuring systemic risk
Avcharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - 2012
Persistent link: https://www.econbiz.de/10009512112
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Regulating systemic risk : executive summary
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - In: Financial markets, institutions & instruments 18 (2009) 2, pp. 174-175
Persistent link: https://www.econbiz.de/10009519955
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How sovereign is sovereign credit risk?
Longstaff, Francis A.; Pan, Jun; Pedersen, Lasse Heje; … - In: American economic journal : a journal of the American … 3 (2011) 2, pp. 75-103
Persistent link: https://www.econbiz.de/10009234682
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Embedded leverage
Frazzini, Andrea; Pedersen, Lasse Heje - 2012
Persistent link: https://www.econbiz.de/10009680723