Santa-Clara, Pedro
Pedro Santa-Clara
VIAF ID: 55210793 ( Personal )
Permalink: http://viaf.org/viaf/55210793
Preferred Forms
- 100 0 _ ‡a Pedro Santa-Clara
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- 100 1 _ ‡a Santa-Clara, Pedro
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- 100 1 _ ‡a Santa-Clara, Pedro
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- 100 1 _ ‡a Santa-Clara, Pedro
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4xx's: Alternate Name Forms (4)
5xx's: Related Names (4)
- 510 2 _ ‡a CIRANO.
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a Universidade Nova
- 510 2 _ ‡a Universidade Nova de Lisboa ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Dynamic portfolio selection by augmenting the asset space | |
Essays on dynamic and equilibrium asset pricing | |
Forecasting stock market returns: the sum of the parts is more than the whole | |
International risk sharing is better than you think (or exchange rates are much too smooth) | |
Jump and volatility risk and risk premia a new model and lessons from S&P 500 options | |
The MIDAS touch : mixed data sampling regression models | |
Parametric portfolio policies exploiting characteristics in the cross section of equity returns | |
Predicting volatility: getting the most out of return data sampled at different frequencies | |
Professor Zipf goes to Wall Street | |
There is a risk-return tradeoff after all | |
Three essays in financial markets | |
Three essays on economics of predicatability of stock returns | |
Two trees: asset price dynamics induced by market clearing | |
Two trees, c2003: |