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P

Pedro Santa‐Clara

Universidade Nova de Lisboa

42H指数
94论文数
1.1W被引数
收录论文 22
发表时间
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Short-Term Interest Rates and Stock Market Anomalies
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2017-06-15
err36
PREAI
errMaio, Paulo; Santa-Clara, Pedro
err分享
err收藏
Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2017-02-20
err32
PREAI
errFaias, Jose Afonso; Santa-Clara, Pedro
err分享
err收藏
Capital market integration and consumption risk sharing over the long run
errJOURNAL OF INTERNATIONAL ECONOMICS
IF4
err2016-11-01
err28
errOAAI
errRangvid, Jesper; Santa-Clara, Pedro; Schmeling, Maik
err分享
err收藏
Beyond the Carry Trade: Optimal Currency Portfolios
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2015-12-23
err89
errOAAI
errBarroso, Pedro; Santa-Clara, Pedro
err分享
err收藏
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2015-06-08
err39
PREAI
errMaio, Paulo; Santa-Clara, Pedro
err分享
err收藏
Momentum has its moments
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2015-04-01
err397
PREAI
errBarroso, Pedro; Santa-Clara, Pedro
err分享
err收藏
Multifactor models and their consistency with the ICAPM
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2012-12-01
err112
PREAI
errMaio, Paulo; Santa-Clara, Pedro
err分享
err收藏
Forecasting stock market returns: The sum of the parts is more than the whole
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2011-06-01
err297
errOAAI
errFerreira, Miguel A.; Santa-Clara, Pedro
err分享
err收藏
CRASHES, VOLATILITY, AND THE EQUITY PREMIUM: LESSONS FROM S&P 500 OPTIONS
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2010-05-01
err204
errOAAI
errSanta-Clara, Pedro; Yan, Shu
err分享
err收藏
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2009-02-13
err209
errOAAI
errBrandt, Michael W.; Santa-Clara, Pedro; Valkanov, Rossen
err分享
err收藏
Two trees
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2007-11-20
err116
PREAI
errCochrane, John H.; Longstaff, Francis A.; Santa-Clara, Pedro
err分享
err收藏
Dynamic portfolio selection by augmentingthe asset space
errJOURNAL OF FINANCE
IF9.5
err2006-09-19
err109
errOAAI
errBrandt, Michael W.; Santa-Clara, Pedro
err分享
err收藏
International risk sharing is better than you think, or exchange rates are too smooth
errJOURNAL OF MONETARY ECONOMICS
IF4.1
err2006-05-01
err144
PREAI
errBrandt, Michael W.; Cochrane, John H.; Santa-Clara, Pedro
err分享
err收藏
Predicting volatility: getting the most out of return data sampled at different frequencies
errJOURNAL OF ECONOMETRICS
IF4
err2006-03-01
err522
errOAAI
errGhysels, E; Santa-Clara, P; Valkanov, R
err分享
err收藏
A simulation approach to dynamic portfolio choice with an application to learning about return predictability
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2005-05-25
err176
errOAAI
errBrandt, MW; Goyal, A; Santa-Clara, P; Stroud, JR
err分享
err收藏
Discussion of implied equity duration: A new measure of equity risk
errREVIEW OF ACCOUNTING STUDIES
IF5.8
err2004-06-01
err6
PREAI
errSanta-Clara, P
err分享
err收藏
The presidential puzzle: Political cycles and the stock market
errJOURNAL OF FINANCE
IF9.5
err2003-09-11
err299
PREAI
errSanta-Clara, P; Valkanov, R
err分享
err收藏
Flexible multivariate GARCH modeling with an application to international stock markets
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2003-08-01
err156
errOAAI
errLedoit, O; Santa-Clara, P; Wolf, M
err分享
err收藏
Idiosyncratic risk matters!
errJOURNAL OF FINANCE
IF9.5
err2003-05-06
err636
errOAAI
errGoyal, A; Santa-Clara, P
err分享
err收藏
The relative valuation of caps and swaptions: Theory and empirical evidence
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err89
errOAAI
errLongstaff, FA; Santa-Clara, P; Schwartz, ES
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
D
Didier Sornette
H 指数: 98 · 论文数: 1.5K
E
Eduardo S. Schwartz
H 指数: 73 · 论文数: 265
É
Éric Ghysels
H 指数: 66 · 论文数: 475
J
John H. Cochrane
H 指数: 61 · 论文数: 293
M
Michael Wolf
H 指数: 60 · 论文数: 304
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