Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing 21.34
José Afonso Faias, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 52, 2017, p. 277-303.

Short-Term Interest Rates and Stock Market Anomalies 21.34
Paulo Maio, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 52, 2017, p. 927-961.

Capital Market Integration and Consumption Risk Sharing over the Long Run 18.11
Jesper Rangvid, Pedro Santa Clara, Maik Schmeling
Journal of International Economics, vol. 103, 2016, p. 27-43.

Beyond the Carry Trade: Optimal Currency Portfolios 21.34
Pedro Barroso, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 50, 2015, p. 1037-1056.

Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 21.34
Paulo Maio, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 50, 2015, p. 33-60.

Multifactor Models and Their Consistency with the ICAPM 32.36
Paulo Maio, Pedro Santa Clara
Journal of Financial Economics, vol. 106, 2012, p. 586-613.

Forecasting Stock Market Returns: The Sum of the Parts Is More Than the Whole 32.36
Miguel Almeida Ferreira, Pedro Santa Clara
Journal of Financial Economics, vol. 100, 2011, p. 514-537.

Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 30.19
Pedro Santa Clara, Shu Yan
Review of Economics and Statistics, vol. 92, 2010, p. 435-451.

Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 21.0
Michael Brandt, Pedro Santa Clara, Rossen Valkanov
Review Of Financial Studies, vol. 22, 2009, p. 3411-3447.

Two Trees 21.0
John Cochrane, Francis Longstaff, Pedro Santa Clara
Review Of Financial Studies, vol. 21, 2008, p. 347-385.

Dynamic Portfolio Selection by Augmenting the Asset Space 38.18
Michael Brandt, Pedro Santa Clara
Journal of Finance, vol. 61, 2006, p. 2187-2217.

International Risk Sharing Is Better Than You Think, or Exchange Rates Are Too Smooth 20.1
Michael Brandt, John Cochrane, Pedro Santa Clara
Journal of Monetary Economics, vol. 53, 2006, p. 671-698.

Predicting Volatility: Getting the Most Out of Return Data Sampled at Different Frequencies 18.67
Eric Ghysels, Pedro Santa Clara, Rossen Valkanov
Journal of Econometrics, vol. 131, 2006, p. 59-95.

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning about Return Predictability 15.75
Michael Brandt, Amit Goyal, Pedro Santa Clara, Jonathan Stroud
Review Of Financial Studies, vol. 18, 2005, p. 831-873.

There Is a Risk-Return Trade-Off after All 21.58
Eric Ghysels, Pedro Santa Clara, Rossen Valkanov
Journal of Financial Economics, vol. 76, 2005, p. 509-548.

Flexible Multivariate Garch Modeling with an Application to International Stock Markets 20.12
Olivier Ledoit, Pedro Santa Clara, Michael Wolf
Review of Economics and Statistics, vol. 85, 2003, p. 735-747.

Idiosyncratic Risk Matters! 38.18
Amit Goyal, Pedro Santa Clara
Journal of Finance, vol. 58, 2003, p. 975-1007.

The Presidential Puzzle: Political Cycles and the Stock Market 38.18
Pedro Santa Clara, Rossen Valkanov
Journal of Finance, vol. 58, 2003, p. 1841-1872.