Pedro Araujo de Santa Clara Gomes
AuthID: R-000-SHY
11
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
12
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
13
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
14
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
ORCID15
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
ORCID16
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
17
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
18
TITLE: Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets Full Text
AUTHORS: Brandt, MW; Santa Clara, P;
PUBLISHED: 2002, SOURCE: Journal of Financial Economics, VOLUME: 63, ISSUE: 2
AUTHORS: Brandt, MW; Santa Clara, P;
PUBLISHED: 2002, SOURCE: Journal of Financial Economics, VOLUME: 63, ISSUE: 2
19
TITLE: Comment [2] (multiple letters)
AUTHORS: Brandt, MW; Santa Clara, P; Durhama, GB; Gallant, AR;
PUBLISHED: 2002, SOURCE: Journal of Business and Economic Statistics, VOLUME: 20, ISSUE: 3
AUTHORS: Brandt, MW; Santa Clara, P; Durhama, GB; Gallant, AR;
PUBLISHED: 2002, SOURCE: Journal of Business and Economic Statistics, VOLUME: 20, ISSUE: 3
INDEXED IN: Scopus
Scopus IN MY: ORCID
ORCID20
TITLE: Throwing away a billion dollars: The cost of suboptimal exercise strategies in the swaptions market Full Text
AUTHORS: Longstaff, FA; Santa Clara, P; Schwartz, ES;
PUBLISHED: 2001, SOURCE: Journal of Financial Economics, VOLUME: 62, ISSUE: 1
AUTHORS: Longstaff, FA; Santa Clara, P; Schwartz, ES;
PUBLISHED: 2001, SOURCE: Journal of Financial Economics, VOLUME: 62, ISSUE: 1
