Lasse H. Pedersen#

Lasse H. Pedersen
Membership Number:3350
Membership type:ORDINARY
Main Country of Residence:DENMARK

Present and Previous Positions

  • since 2011 Copenhagen Business School
  • since 2011 Director, American Finance Association
  • 2010 Fall, University of Chicago, Milton Friedman Institute Fellow
  • 2010 Spring, IGM Visiting Professor, Booth School of Business
  • 2010-2011 Federal Reserve Bank of New York: Monetary Policy Panel; 2009-2011 Liquidity Working Group; 2004-2006 Academic Consultant
  • 2009 Spring, Columbia University, Columbia Business School, Visiting Professor
  • since 2009 (on leave) New York University Stern School of Business, John A. Paulson Professor of Finance and Alternative Investments
  • since 2009 Principal, AQR Capital Management, LLC
  • since 2006 Research Associate, National Bureau of Economic Research (NBER)
  • since 2006 Various Advisory Boards (FTSE/ NASDAQ OMX/ Benchmark Metrics)
  • since 2004 Research Affiliate, Centre for Economic Policy Research (CEPR)

Fields of Scholarship
  • Liquidity risk
  • Asset pricing
  • Financial crisis
  • Dynamic trading
  • Financial frictions
  • Financial economics

Honours and Awards
  • 2011 Germán Bernácer Prize to the Best European Union Economist Under 40 Years of Age
  • 2012 Michael Brennan Award Winner for the best paper in the Review of Financial Studies
  • 2011 Swiss Finance Institute Outstanding Paper Award
  • 2011 American Economic Review, Excellence in Refereeing Award
  • 2011 Foundation Banque de France, “International Systemic Risk Rankings” (w/ Rob Engle et al.)
  • 2006 Geewax, Terker & Company First Prize
  • 2005 Fama/DFA First Prize for best paper in the Journal of Financial Economics
  • 2004 CDC Award for best research paper in finance, NYU
  • 2003 NYSE Award for the best paper on equity trading, Western Finance Association
  • 2003 Barclays Global Investors Award for best the paper at the European Finance Association
  • 2002-2003 Glucksman First-Place Award for best research paper in finance, NYU
  • 2002 NYSE Award for the best paper on equity trading, Western Finance Association
  • 2001 Review of Economic Studies Tour
  • 2000 Lieberman Award, Stanford University
  • 1997-98 Jaedicke Merit Award, Stanford University, Graduate School of Business
  • 1997-2000 Danish Research Academy Scholar
  • 1997 Sasakawa Young Leaders Winner

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