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Lasse Heje Pedersen Professor of Finance, Ph.D. Research
Associate, National Bureau of Economic Research (NBER) |
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:
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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
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