E-LIB Suche - Ergebnisse für: Santa-Clara, Pedro

1

Optimal Option Portfolio Strategies: Deepening the Puzzle o..:

Faias, José Afonso ; Santa-Clara, Pedro
Journal of Financial and Quantitative Analysis. 52 (2017) 1 - p. 277-303 , 2017

2

Optimal Option Portfolio Strategies: Deepening the Puzzle o..:

Faias, José Afonso ; Santa-Clara, Pedro
The Journal of Financial and Quantitative Analysis. 52 (2017) 1 - p. 277-303 , 2017

Link: http://www.jstor.org/sta..

3

Short-Term Interest Rates and Stock Market Anomalies:

Maio, Paulo ; Santa-Clara, Pedro
The Journal of Financial and Quantitative Analysis. 52 (2017) 3 - p. 927-961 , 2017

Link: http://www.jstor.org/sta..

4

Short-Term Interest Rates and Stock Market Anomalies:

Maio, Paulo ; Santa-Clara, Pedro
Journal of Financial and Quantitative Analysis. 52 (2017) 3 - p. 927-961 , 2017

Link: https://doi.org/10.1017/..

5

Capital market integration and consumption risk sharing ove..:

Rangvid, Jesper ; Santa-Clara, Pedro ; Schmeling, Maik
Journal of International Economics. 103 (2016) - p. 27-43 , 2016

Link: https://doi.org/10.1016/..

6

Internet Appendix to Beyond the Carry Trade: Optimal Curren..:

Barroso, Pedro ; Santa-Clara, Pedro
Journal of Financial and Quantitative Analysis, 50, October 2015. , 2015

Link: https://ssrn.com/abstrac..

7

Beyond the Carry Trade: Optimal Currency Portfolios:

Barroso, Pedro ; Santa-Clara, Pedro
Journal of Financial and Quantitative Analysis. 50 (2015) 5 - p. 1037-1056 , 2015

Link: https://doi.org/10.1017/..

8

Dividend Yields, Dividend Growth, and Return Predictability..:

Maio, Paulo ; Santa-Clara, Pedro
Journal of Financial and Quantitative Analysis. 50 (2015) 1-2 - p. 33-60 , 2015

Link: https://doi.org/10.1017/..

9

Momentum has its moments:

Barroso, Pedro ; Santa-Clara, Pedro
Journal of Financial Economics. 116 (2015) 1 - p. 111-120 , 2015

Link: https://doi.org/10.1016/..

10

Dividend Yields, Dividend Growth, and Return Predictability..:

Maio, Paulo ; Santa-Clara, Pedro
The Journal of Financial and Quantitative Analysis. 50 (2015) 1/2 - p. 33-60 , 2015

Link: http://www.jstor.org/sta..

11

Beyond the Carry Trade: Optimal Currency Portfolios:

Barroso, Pedro ; Santa-Clara, Pedro
The Journal of Financial and Quantitative Analysis. 50 (2015) 5 - p. 1037-1056 , 2015

Link: http://www.jstor.org/sta..

12

Multifactor models and their consistency with the ICAPM:

Maio, Paulo ; Santa-Clara, Pedro
Journal of Financial Economics. 106 (2012) 3 - p. 586-613 , 2012

Link: https://doi.org/10.1016/..

13

Forecasting stock market returns: The sum of the parts is m..:

Ferreira, Miguel A. ; Santa-Clara, Pedro
Journal of Financial Economics. 100 (2011) 3 - p. 514-537 , 2011

Link: https://doi.org/10.1016/..

14

CRASHES, VOLATILITY, AND THE EQUITY PREMIUM: LESSONS FROM S..:

Santa-Clara, Pedro ; Yan, Shu
The Review of Economics and Statistics. 92 (2010) 2 - p. 435-451 , 2010

Link: https://www.jstor.org/st..

15

Parametric Portfolio Policies: Exploiting Characteristics i..:

Brandt, Michael W. ; Santa-Clara, Pedro ; Valkanov, Rossen
Review of Financial Studies. 22 (2009) 9 - p. 3411-3447 , 2009

Link: https://doi.org/10.1093/..