maximum 250 W x 220 H pixels Lasse Heje Pedersen

Professor of Finance, Ph.D.

Research Associate, National Bureau of Economic Research (NBER)
Research Affiliate, Centre for Economic Policy Research (CEPR)

Associate Editor, Journal of Finance
Associate Editor, Journal of Economic Theory

Research Interests:

Liquidity risk
Asset pricing with liquidity risk
Slow moving capital, market liquidity and funding liquidity
Search frictions in over the counter markets
Equilibrium with margin and risk-management constraints
 

Address:

        Department of Finance
        Stern School of Business
        New York University
        44 West Fourth St., Suite 9-190
        New York, NY 10012-1126

        Email:  lpederse@stern.nyu.edu
        Webpage: http://pages.stern.nyu.edu/~lpederse/
        Office: KMC 9-74