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Quality minus junk
Asness, Cliff; Frazzini, Andrea; Pedersen, Lasse Heje - In: Review of accounting studies 24 (2019) 1, pp. 34-112
Persistent link: https://www.econbiz.de/10012006051
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Which trend is your friend?
Levine, Ari; Pedersen, Lasse Heje - In: Financial analysts' journal : FAJ 72 (2016) 3, pp. 51-66
Persistent link: https://www.econbiz.de/10011688072
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A century of evidence on trend-following investing
Hurst, Brian; Ooi, Yao Hua; Pedersen, Lasse Heje - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10011877399
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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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Deep value
Asness, Cliff; Liew, John M.; Pedersen, Lasse Heje; … - 2018
Persistent link: https://www.econbiz.de/10011884256
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Betting against correlation : testing theories of the low-risk effect
Asness, Cliff; Frazzini, Andrea; Gormsen, Niels; … - 2018
Persistent link: https://www.econbiz.de/10011884270
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Risk everywhere : modeling and managing volatility
Bollerslev, Tim; Hood, Benjamin; Huss, John; Pedersen, … - 2018
Persistent link: https://www.econbiz.de/10011884274
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Generalized recovery
Lando, David; Pedersen, Lasse Heje; Jensen, Christian Skov - 2018
Persistent link: https://www.econbiz.de/10011861988
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Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - In: Journal of financial economics 127 (2018) 2, pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
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Buffet's alpha
Frazzini, Andrea; Kabiller, David; Pedersen, Lasse Heje - In: Financial analysts' journal : FAJ 74 (2018) 4, pp. 35-55
Persistent link: https://www.econbiz.de/10011972780