Lasse H. Pedersen#
| Membership Number: | 3350 |
| Membership type: | ORDINARY |
| Section: | ECONOMICS, BUSINESS & MANAGEMENT SCIENCES |
| Elected: | 2012 |
| Main Country of Residence: | DENMARK |
| Homepage(s): | http://people.stern.nyu.edu/lpederse |
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
