Lasse H. Pedersen

Principal
15 years of experience
11years at AQR
Ph.D., Stanford University
M.S.,B.S., University of Copenhagen

Lasse is a Principal on AQR’s Global Asset Allocation team, leading research on proprietary quantitative forecasting models to identify opportunities in equities, fixed income, currencies and commodities. He is also a finance professor at Copenhagen Business School and New York University’s Stern School of Business. He has served on the board of the American Finance Association, the Economic Advisory Boards of NASDAQ OMX and FTSE, and the Federal Reserve Bank of New York’s Monetary Policy Panel. Lasse won the 2012 Bernácer Prize for the best European economist under 40. His research has been published in leading journals and cited by central bank governors. Lasse has served on the editorial boards of several journals, including The Journal of Finance, and as a research associate at the National Bureau of Economic Research and the Centre for Economic Policy Research. He earned a B.S. and an M.S. in mathematics-economics from the University of Copenhagen and a Ph.D. in finance from Stanford University.

 

Recent Contributions

Winner of the Bernácer Prize as the best European economist under 40

John A. Paulson Professor of Finance and Alternative Investments, New York University Stern School of Business

Professor, Copenhagen Business School Center for Financial Frictions

Winner of the Banque de France-TSE Prize in Monetary Economics and Finance

Winner of Nykredit Research Prize

Elected to the Academia Europaea (the Academy of Europe)

Winner of the Michael Brennan Award for the Best Paper in the Review of Financial Studies

Director of the American Finance Association

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