Pedro Araujo de Santa Clara Gomes
AuthID: R-000-SHY
1
TITLE: Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
AUTHORS: Faias, JA; Santa Clara, P;
PUBLISHED: 2017, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 52, ISSUE: 1
AUTHORS: Faias, JA; Santa Clara, P;
PUBLISHED: 2017, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 52, ISSUE: 1
2
TITLE: Short-Term Interest Rates and Stock Market Anomalies
AUTHORS: Paulo Maio; Pedro Santa Clara;
PUBLISHED: 2017, SOURCE: Journal of Financial and Quantitative Analysis, VOLUME: 52, ISSUE: 3
AUTHORS: Paulo Maio; Pedro Santa Clara;
PUBLISHED: 2017, SOURCE: Journal of Financial and Quantitative Analysis, VOLUME: 52, ISSUE: 3
3
TITLE: Capital market integration and consumption risk sharing over the long run Full Text
AUTHORS: Jesper Rangvid; Pedro Santa Clara; Maik Schmeling;
PUBLISHED: 2016, SOURCE: JOURNAL OF INTERNATIONAL ECONOMICS, VOLUME: 103
AUTHORS: Jesper Rangvid; Pedro Santa Clara; Maik Schmeling;
PUBLISHED: 2016, SOURCE: JOURNAL OF INTERNATIONAL ECONOMICS, VOLUME: 103
4
TITLE: Momentum has its moments Full Text
AUTHORS: Pedro Barroso; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL ECONOMICS, VOLUME: 116, ISSUE: 1
AUTHORS: Pedro Barroso; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL ECONOMICS, VOLUME: 116, ISSUE: 1
5
TITLE: Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks Full Text
AUTHORS: Paulo Maio; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 50, ISSUE: 1-2
AUTHORS: Paulo Maio; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 50, ISSUE: 1-2
6
TITLE: Beyond the Carry Trade: Optimal Currency Portfolios Full Text
AUTHORS: Pedro Barroso; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 50, ISSUE: 5
AUTHORS: Pedro Barroso; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 50, ISSUE: 5
7
TITLE: Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options
AUTHORS: Pedro Santa-Clara; Shu Yan;
PUBLISHED: 2010, SOURCE: Review of Economics and Statistics, VOLUME: 92, ISSUE: 2
AUTHORS: Pedro Santa-Clara; Shu Yan;
PUBLISHED: 2010, SOURCE: Review of Economics and Statistics, VOLUME: 92, ISSUE: 2
8
TITLE: Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns Full Text
AUTHORS: Michael W Brandt; Pedro Santa Clara; Rossen Valkanov;
PUBLISHED: 2009, SOURCE: REVIEW OF FINANCIAL STUDIES, VOLUME: 22, ISSUE: 9
AUTHORS: Michael W Brandt; Pedro Santa Clara; Rossen Valkanov;
PUBLISHED: 2009, SOURCE: REVIEW OF FINANCIAL STUDIES, VOLUME: 22, ISSUE: 9
9
TITLE: Option strategies: Good deals and margin calls Full Text
AUTHORS: Pedro Santa-Clara; Alessio Saretto;
PUBLISHED: 2009, SOURCE: Journal of Financial Markets, VOLUME: 12, ISSUE: 3
AUTHORS: Pedro Santa-Clara; Alessio Saretto;
PUBLISHED: 2009, SOURCE: Journal of Financial Markets, VOLUME: 12, ISSUE: 3
10
TITLE: Two trees
AUTHORS: John H Cochrane; Francis A Longstaff; Pedro Santa Clara;
PUBLISHED: 2008, SOURCE: Review of Financial Studies, VOLUME: 21, ISSUE: 1
AUTHORS: John H Cochrane; Francis A Longstaff; Pedro Santa Clara;
PUBLISHED: 2008, SOURCE: Review of Financial Studies, VOLUME: 21, ISSUE: 1
