Lasse Heje Pedersen
Lasse H. Pedersen | |
|---|---|
| Born | |
| Nationality | Danish |
| Academic background | |
| Alma mater | Stanford University Graduate School of Business University of Copenhagen |
| Doctoral advisor | Darrell Duffie, Kenneth Singleton |
| Academic work | |
| Discipline | Financial Economics |
| Awards | Bernácer Prize, Fama-DFA Prize, Michael Brennan Award |
| Website | |
Lasse Heje Pedersen (born October 3, 1972) is a Danish financial economist known for his research on liquidity risk and asset pricing. He is Professor of Finance at the Copenhagen Business School. Before that, he held the position of a Professor of Finance and Alternative Investments at the New York University Stern School of Business. He has also served in the monetary policy panel and liquidity working group at the Federal Reserve Bank of New York and is a principal at AQR Capital Management.
He was the winner of the 2011 Germán Bernácer Prize, awarded annually to the best European economist under the age of 40, for his original research contributions on how the interaction between market liquidity risk and funding liquidity risk can create liquidity spirals and systemic financial crises.