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Capital income
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33
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Santa-Clara, Pedro
189
Brandt, Michael W.
53
Barroso, Pedro
27
Valkanov, Rossen
26
Ghysels, Eric
23
Cochrane, John H.
22
Longstaff, Francis A.
20
Goyal, Amit
16
Valkanov, Rossen I.
12
Sornette, Didier
11
Yan, Shu
11
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10
Ledoit, Olivier
10
Maio, Paulo F.
9
Schwartz, Eduardo S.
7
Wolf, Michael
7
Malevergne, Yannick
6
Stroud, Jonathan R.
6
Maio, Paulo
5
Saa-Requejo, Jesus
5
Hsu, Jason C.
4
Karehnke, Paul
4
Saretto, Alessio
4
Saá-Requejo, Jesús
4
Detzel, Andrew L.
3
Reichenecker, Jurij-Andrei
3
Saxena, Konark
3
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2
Brandt, Michael W
2
Edelen, Roger M.
2
Faias, Jose
2
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2
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2
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2
Longstaff, Francis A
2
Menichetti, Marco J.
2
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2
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2
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2
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Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
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11
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4
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2
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1
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University of California at Los Angeles, Anderson Graduate School of Management
17
Journal of financial economics
12
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The review of financial studies
11
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10
NBER working paper series
10
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10
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8
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7
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6
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4
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4
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4
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3
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2
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1
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1
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1
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1
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1
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1
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1
Journal of Financial Markets
1
Journal of Financial and Quantitative Analysis
1
Journal of Monetary Economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial markets
1
Journal of international economics
1
Levine's Bibliography
1
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1
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1
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ECONIS (ZBW)
122
RePEc
57
OLC EcoSci
34
USB Cologne (EcoSocSci)
1
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1
Beyond the carry trade : optimal currency portfolios
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1037-1056
Persistent link: https://www.econbiz.de/10011431137
Saved in:
2
Two trees
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 347-385
Persistent link: https://www.econbiz.de/10003716171
Saved in:
3
International risk sharing is better than you think : or exchange rates are much too smooth
Brandt, Michael W.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10003732449
Saved in:
4
Earnings announcements are full of surprises
Brandt, Michael W.
;
Kishore, Runeet
;
Santa-Clara, Pedro
; …
-
2008
-
This version: January 22, 2008
Persistent link: https://www.econbiz.de/10003768329
Saved in:
5
International risk sharing is better than you think, or exchange rates are too smooth
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
- In:
Journal of monetary economics
53
(
2006
)
4
,
pp. 671-698
Persistent link: https://www.econbiz.de/10003333393
Saved in:
6
Forecasting stock market returns : the sum of the parts is more than the whole
Ferreira, Miguel A.
;
Santa-Clara, Pedro
-
2008
Persistent link: https://www.econbiz.de/10003791605
Saved in:
7
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
Saved in:
8
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2187-2217
Persistent link: https://www.econbiz.de/10003378702
Saved in:
9
Crashes, volatility, and the equity premium : lessons from S&P 500 options
Santa-Clara, Pedro
;
Yan, Shu
- In:
The review of economics and statistics
92
(
2010
)
2
,
pp. 435-451
Persistent link: https://www.econbiz.de/10008737706
Saved in:
10
Option strategies : good deals and margin calls
Santa-Clara, Pedro
;
Saretto, Alessio
- In:
Journal of financial markets
12
(
2009
)
3
,
pp. 391-417
Persistent link: https://www.econbiz.de/10003873553
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