Institution: Copenhagen Business School
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www.lhpedersen.com/
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 1.35 | 1.01 | 0.00 | 2.35 | 61% |
| Last 10 Years | 0.00 | 13.59 | 1.01 | 0.00 | 14.60 | 94% |
| All Time | 6.73 | 38.82 | 3.03 | 0.00 | 48.57 | 98% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | A note on using cross-sectional information in Bayesian estimation on security betas | Review of Asset Pricing Studies | B | 2 |
| 2021 | Responsible investing: The ESG-efficient frontier | Journal of Financial Economics | A | 3 |
| 2020 | Betting against correlation: Testing theories of the low-risk effect | Journal of Financial Economics | A | 4 |
| 2019 | Generalized recovery | Journal of Financial Economics | A | 3 |
| 2018 | Risk Everywhere: Modeling and Managing Volatility | The Review of Financial Studies | A | 4 |
| 2018 | Size matters, if you control your junk | Journal of Financial Economics | A | 5 |
| 2018 | Carry | Journal of Financial Economics | A | 4 |
| 2018 | Efficiently Inefficient Markets for Assets and Asset Management | Journal of Finance | A | 2 |
| 2017 | Measuring Systemic Risk | The Review of Financial Studies | A | 4 |
| 2016 | Dynamic portfolio choice with frictions | Journal of Economic Theory | A | 2 |
| 2016 | Early option exercise: Never say never | Journal of Financial Economics | A | 2 |
| 2014 | Betting against beta | Journal of Financial Economics | A | 2 |
| 2013 | Value and Momentum Everywhere | Journal of Finance | A | 3 |
| 2013 | Dynamic Trading with Predictable Returns and Transaction Costs | Journal of Finance | A | 2 |
| 2012 | Time series momentum | Journal of Financial Economics | A | 3 |
| 2011 | How Sovereign Is Sovereign Credit Risk? | American Economic Journal: Macroeconomics | A | 4 |
| 2011 | Margin-based Asset Pricing and Deviations from the Law of One Price | The Review of Financial Studies | A | 2 |
| 2009 | Market Liquidity and Funding Liquidity | The Review of Financial Studies | A | 2 |
| 2009 | Demand-Based Option Pricing | The Review of Financial Studies | A | 3 |
| 2009 | When Everyone Runs for the Exit | International Journal of Central Banking | B | 1 |
| 2007 | Valuation in Over-the-Counter Markets | The Review of Financial Studies | A | 3 |
| 2007 | Slow Moving Capital | American Economic Review | S | 3 |
| 2007 | Liquidity and Risk Management | American Economic Review | S | 2 |
| 2005 | Asset pricing with liquidity risk | Journal of Financial Economics | A | 2 |
| 2005 | Predatory Trading | Journal of Finance | A | 2 |
| 2004 | Adverse Selection and the Required Return | The Review of Financial Studies | A | 1 |
| 2003 | Modeling Sovereign Yield Spreads: A Case Study of Russian Debt | Journal of Finance | A | 3 |
| 2002 | Securities lending, shorting, and pricing | Journal of Financial Economics | A | 3 |