Faculty News
Profs Andrea Frazzini and Lasse Pedersen's research on "embedded leverage" is featured
November 26, 2012
Excerpt from Barron's -- "AQR Capital’s Andrea Frazzini and New York University’s Lasse H. Pedersen have a new paper on the subject of 'embedded leverage.' The term refers to options contracts or exchange-traded funds where leverage is built into the product."
Read more
Read more
