Article by Lasse Heje Pedersen wins Fama-DFA prize

Nyheder

One of the two Fama-DFA prizes at the Journal of Financial Economics has been awarded to the article ‘Carry’ by Lasse Heje Pedersen, professor at the FRIC Center for Financial Friction at CBS, and his co-authors

06/06/2019

The winners of the ‘2018 JFE Best Paper Contests’ have just been announced and the article ‘Carry’ by Lasse Heje Pedersen, CBS, and co-authors Ralph Koijen, Tobias Moskowitz, and Evert Vrugt has won second prize.

‘Carry’ was selected for the second prize of the Fama-DFA Prizes for the Best Papers Published in the Journal of Financial Economics in the Areas of Capital Markets and Asset Pricing in 2018. Journal of Financial Economics is widely regarded as one of the world's top three journals in finance.

Last year’s award for the second prize also went to a CBS finance researcher, where Professor Morten Sørensen and co-author received the prize for their article: Skill and luck in private equity performance’.

For more information, please see http://jfe.rochester.edu/fama18.htm

Sidst opdateret: Center for Financial Frictions // 06/06/2019