bios
Lasse H. Pedersen, Ph.D.
Principal



Lasse is a Principal at AQR Capital Management in the Global Asset Allocation team, which focuses on macro related strategies, research, and portfolio management. He is also the John A. Paulson Professor of Finance and Alternative Investments at the NYU Stern School of Business and a professor at Copenhagen Business School. Lasse serves as a Director of the American Finance Association and on the Economic Advisory Boards of NASDAQ OMX and FTSE, and he 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 on asset pricing and liquidity risk has won a number of awards, including the Fama/DFA Prize, and his studies of the markets for equities, currencies, commodities, bonds, futures, options, and sovereign CDS have been published in the leading journals. He has served as associate editor for Journal of Finance, Journal of Economic Theory, Quarterly Journal of Economics, and Review of Asset Pricing Studies, and is a research associate at National Bureau of Economic Research (NBER) and Centre for Economic Policy Research (CEPR).

 
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