Pedersen, Lasse Heje

Responsible investing: The ESG-efficient frontier

Pedersen, L. H., Fitzgibbons, S., & Pomorski, L. (2021) · Journal of Financial Economics

Corporate Social Responsibility ReportingSustainable Finance and Green Bonds

Cited by 2,103

Risk Everywhere: Modeling and Managing Volatility

Bollerslev, T., Hood, B., Huss, J., & Pedersen, L. H. (2018) · The Review of Financial Studies

Financial Risk and Volatility ModelingStochastic processes and financial applications

Cited by 359

Carry

Koijen, R. S. J., Moskowitz, T. J., Pedersen, L. H., & Vrugt, E. B. (2018) · Journal of Financial Economics

Financial Markets and Investment StrategiesFinancial Risk and Volatility Modeling

Cited by 286

Value and Momentum Everywhere

Asness, C. S., Moskowitz, T. J., & Pedersen, L. H. (2012) · SSRN Electronic Journal

Financial Markets and Investment StrategiesFinancial Risk and Volatility Modeling

Cited by 151