Pedro Araujo de Santa Clara Gomes
AuthID: R-000-SHY
11
TITLE: Predicting volatility: Getting the most out of return data sampled at different frequencies Full Text
AUTHORS: Ghysels, E; Santa Clara, P; Valkanov, R;
PUBLISHED: 2006, SOURCE: Journal of Econometrics, VOLUME: 131, ISSUE: 1-2
AUTHORS: Ghysels, E; Santa Clara, P; Valkanov, R;
PUBLISHED: 2006, SOURCE: Journal of Econometrics, VOLUME: 131, ISSUE: 1-2
12
TITLE: International risk sharing is better than you think, or exchange rates are too smooth Full Text
AUTHORS: Brandt, MW; Cochrane, JH; Santa Clara, P;
PUBLISHED: 2006, SOURCE: Journal of Monetary Economics, VOLUME: 53, ISSUE: 4
AUTHORS: Brandt, MW; Cochrane, JH; Santa Clara, P;
PUBLISHED: 2006, SOURCE: Journal of Monetary Economics, VOLUME: 53, ISSUE: 4
13
TITLE: Dynamic portfolio selection by augmenting the asset space Full Text
AUTHORS: Brandt, MW; Santa Clara, P;
PUBLISHED: 2006, SOURCE: Journal of Finance, VOLUME: 61, ISSUE: 5
AUTHORS: Brandt, MW; Santa Clara, P;
PUBLISHED: 2006, SOURCE: Journal of Finance, VOLUME: 61, ISSUE: 5
INDEXED IN: 
Scopus
Scopus14
TITLE: Dynamic Portfolio Selection by Augmenting the Asset Space Full Text
AUTHORS: MICHAEL W BRANDT; PEDRO SANTA-CLARA;
PUBLISHED: 2006, SOURCE: The Journal of Finance, VOLUME: 61, ISSUE: 5
AUTHORS: MICHAEL W BRANDT; PEDRO SANTA-CLARA;
PUBLISHED: 2006, SOURCE: The Journal of Finance, VOLUME: 61, ISSUE: 5
15
TITLE: A simulation approach to dynamic portfolio choice with an application to learning about return predictability Full Text
AUTHORS: Brandt, MW; Goyal, A; Santa Clara, P; Stroud, JR;
PUBLISHED: 2005, SOURCE: Review of Financial Studies, VOLUME: 18, ISSUE: 3
AUTHORS: Brandt, MW; Goyal, A; Santa Clara, P; Stroud, JR;
PUBLISHED: 2005, SOURCE: Review of Financial Studies, VOLUME: 18, ISSUE: 3
16
TITLE: There is a risk-return trade-off after all Full Text
AUTHORS: Ghysels, E; Santa Clara, P; Valkanov, R;
PUBLISHED: 2005, SOURCE: Journal of Financial Economics, VOLUME: 76, ISSUE: 3
AUTHORS: Ghysels, E; Santa Clara, P; Valkanov, R;
PUBLISHED: 2005, SOURCE: Journal of Financial Economics, VOLUME: 76, ISSUE: 3
17
TITLE: Discussion of "implied equity duration: A new measure of equity risk" Full Text
AUTHORS: Santa Clara, P;
PUBLISHED: 2004, SOURCE: Review of Accounting Studies, VOLUME: 9, ISSUE: 2-3
AUTHORS: Santa Clara, P;
PUBLISHED: 2004, SOURCE: Review of Accounting Studies, VOLUME: 9, ISSUE: 2-3
INDEXED IN: Scopus
Scopus IN MY: 
ORCID
ORCID18
TITLE: The Presidential Puzzle: Political Cycles and the Stock Market Full Text
AUTHORS: Santa Clara, P; Valkanov, R;
PUBLISHED: 2003, SOURCE: Journal of Finance, VOLUME: 58, ISSUE: 5
AUTHORS: Santa Clara, P; Valkanov, R;
PUBLISHED: 2003, SOURCE: Journal of Finance, VOLUME: 58, ISSUE: 5
INDEXED IN: Scopus
Scopus IN MY: ORCID
ORCID19
TITLE: Idiosyncratic Risk Matters! Full Text
AUTHORS: Goyal, A; Santa Clara, P;
PUBLISHED: 2003, SOURCE: Journal of Finance, VOLUME: 58, ISSUE: 3
AUTHORS: Goyal, A; Santa Clara, P;
PUBLISHED: 2003, SOURCE: Journal of Finance, VOLUME: 58, ISSUE: 3
20
TITLE: Flexible multivariate GARCH modeling with an application to international stock markets
AUTHORS: Ledoit, O; Santa Clara, P; Wolf, M;
PUBLISHED: 2003, SOURCE: Review of Economics and Statistics, VOLUME: 85, ISSUE: 3
AUTHORS: Ledoit, O; Santa Clara, P; Wolf, M;
PUBLISHED: 2003, SOURCE: Review of Economics and Statistics, VOLUME: 85, ISSUE: 3
