Lasse Heje Pedersen
Professor
A financial economist who loves to solve real-world problems using models and data.
A Stanford PhD, I am a professor at Copenhagen Business School, director of the BIGFI center, and a principal at AQR. I have served as Director of the American Finance Association, in the Liquidity Working Group meeting at the Federal Reserve Bank of New York to address liquidity issues, on the Economic Advisory Boards of NASDAQ and FTSE, and on several editorial boards, including the Journal of Finance and Quarterly Journal of Economics.
My research is focused on liquidity risk, asset pricing, investment management, sustainable finance, and big data in finance, and it is widely used by academics, practitioners, regulators, e.g., in the Nobel Prize committee’s scientific background and the most cited paper in SEC regulation.
Center for Big Data in Finance
Center for Big Data in Finance (BIGFI) is a Center of Excellence established by the Danish National Research Foundation. BIGFI was launched on January 1, 2023, and the current grant runs for a 6-year period, after which we will have the possibility of applying for an extension of an additional 4-year period.