bios
Lasse Pedersen
Principal



Lasse joined AQR in July 2006 and is a member of the Global Asset Allocation team, which focuses on macro related strategies, research, and portfolio management. Lasse is also a chaired Professor of Finance at the NYU Stern School of Business, serves on the Economic Advisory Board of NASDAQ OMX, and has been an academic consultant for the NY Federal Reserve Bank among other places. He earned his Ph.D in Finance from Stanford University and his B.S and M.S. degrees in Mathematics-Economics from the University of Copenhagen. Lasse's research has focused on asset pricing and liquidity risk, studying the markets for equities, currencies, commodities, options, bonds, and sovereign CDS. He has published in the leading academic finance journals, served as associate editor for Journal of Finance and Journal of Economic Theory, is a research associate at National Bureau of Economic Research and Centre for Economic Policy Research, and has won several awards including the Fama/DFA Prize.

 
HOME| ABOUT AQR| PRINCIPAL BIOS| RESEARCH LIBRARY| CAREER OPPORTUNITIES | CONTACT US| DIRECTIONS
2004 © AQRCapital.com. All Rights Reserved