Lasse Heje Pedersen (born October 3, 1972) is a Danish financial economist known for his research on liquidity risk and asset pricing.
[1] Before that, he held the position of a Professor of Finance and Alternative Investments at the New York University Stern School of Business.
He has also served in the monetary policy panel and liquidity working group at the Federal Reserve Bank of New York and is a principal at AQR Capital Management.
[2] After completing his bachelor's and master's degrees in mathematics and economics at the University of Copenhagen in 1997, he went to Stanford University Graduate School of Business where he earned a Ph.D. in Finance in 2001, advised by Darrell Duffie and Kenneth Singleton.
[1] Upon graduation he started as assistant professor at the New York University Stern School of Business where he got tenure in 2005 and held the position of John A. Paulson Professor of Finance and Alternative Investments from 2009 to 2014.