What is he best known for?
The fields of study he is best known for:
- Statistics
- Financial economics
- Econometrics
Pedro Santa-Clara mostly deals with Econometrics, Stock market, Financial economics, Mixed-data sampling and Risk–return spectrum.
His Econometrics research includes themes of Actuarial science and Estimator.
His Stock market research incorporates elements of Monetary economics and Earnings growth.
His work on Momentum as part of general Financial economics research is frequently linked to Variable, thereby connecting diverse disciplines of science.
His work is dedicated to discovering how Mixed-data sampling, Conditional expectation are connected with Regression analysis and other disciplines.
Pedro Santa-Clara works mostly in the field of Risk premium, limiting it down to concerns involving Real interest rate and, occasionally, Portfolio.
His most cited work include:
- Idiosyncratic Risk Matters (754 citations)
- There is a risk-return trade-off after all ☆ (610 citations)
- Predicting volatility: getting the most out of return data sampled at different frequencies (511 citations)
What are the main themes of his work throughout his whole career to date?
His primary areas of study are Econometrics, Financial economics, Portfolio, Capital asset pricing model and Stock market.
His work on Volatility as part of general Econometrics study is frequently connected to Computer science, therefore bridging the gap between diverse disciplines of science and establishing a new relationship between them.
His study in Financial economics is interdisciplinary in nature, drawing from both Foreign exchange market and Equity risk.
His research in Portfolio tackles topics such as Monetary economics which are related to areas like Marginal utility.
His Capital asset pricing model study which covers Covariance that intersects with Covariance matrix.
His work on Restricted stock as part of general Stock market research is frequently linked to Presidential system, bridging the gap between disciplines.
He most often published in these fields:
- Econometrics (137.80%)
- Financial economics (103.05%)
- Portfolio (71.34%)
What were the highlights of his more recent work (between 2012-2017)?
- Econometrics (137.80%)
- Financial economics (103.05%)
- Sharpe ratio (37.20%)
In recent papers he was focusing on the following fields of study:
Pedro Santa-Clara mainly focuses on Econometrics, Financial economics, Sharpe ratio, Stock market and Value premium.
His Financial economics research incorporates themes from Foreign exchange market and Currency.
His Sharpe ratio study incorporates themes from Momentum and Kurtosis.
The various areas that Pedro Santa-Clara examines in his Stock market study include Variance decomposition of forecast errors and Dividend yield.
Pedro Santa-Clara combines subjects such as Intertemporal CAPM, Equity risk and Interest rate with his study of Value premium.
His studies deal with areas such as Sample and Volatility risk as well as Portfolio.
Between 2012 and 2017, his most popular works were:
- Momentum Has Its Moments (231 citations)
- Momentum Has Its Moments (231 citations)
- Beyond the carry trade: Optimal currency portfolios (58 citations)
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