search query: @author Santa-Clara, P. / total: 6
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1.
Forecasting stock market returns: The sum of the parts is more than the whole
Journal of Financial Economics
2011 : JUN, VOL. 100:3 p. 514-537
 2011 Ferreira, M.A.
Santa-Clara, P.
2.
There is a risk-return trade-off after all
Journal of Financial Economics
2005 : JUNE, VOL. 76:3, p. 509-548
 2005 Ghysels, E.
Santa-Clara, P.
Valkanov, R.
3.
Idiosyncratic risk matters!
Journal of Finance
2003 : JUN, VOL. 58:3, p. 975-1007
 2003 Goyal, A.
Santa-Clara, P.
4.
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Journal of Financial Economics
2002 : FEB, VOL. 63:2, p. 161-210
 2002 Brandt, M.W.
Santa-Clara, P.
5.
The relative valuation of caps and swaptions: theory and empirical evidence
Journal of Finance
2001 : DEC, VOL. 56:6, p. 2067-2109
 2001 Longstaff, F. A.
Santa-Clara, P.
Schwartz, E. S.
6.
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Journal of Financial Economics
2001 : OCT, VOL. 62:1, p. 39-66
 2001 Longstaff, F. A.
Santa-Clara, P.
Schwartz, E. S.
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