Pedro Araújo de Santa Clara Gomes

Professor

  • Source: Scopus
  • Calculated based on no. of publications stored in Pure and citations from Scopus
20092017

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Personal profile

Personal information

Pedro Santa Clara holds the Millennium bcp Chair in Finance at Nova School of Business and Economics since 2007. He was Professor of Finance at UCLA's Anderson School of Management from 1996 to 2009. He received a Ph.D. degree in Management from INSEAD, France.

He is a research associate of the National Bureau of Economic Research, a research Fellow of the Center for Economic Policy Research, and has served on the editorial boards of the Journal of Financial and Quantitative Analysis, the Journal of Business and Economic Statistics and Management Science.

Pedro's research interests are focused on theoretical models of asset pricing and the development of econometric methods to estimate them. His current work focuses on quantitative portfolio management , option pricing, risk management, currency and fixed income markets, and financial econometrics. His research has been published in the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, among other top journals in Economics and Finance.

Pedro Santa-Clara is a partner of Atrium Investimentos, an asset management firm. He has consulted with investment banks and hedge funds on pricing derivatives, risk management and investment strategies.

Current research interests include:

Theoretical and econometric asset pricing models.

Education/Academic qualification

Management, Doctorate, INSEAD - Institut européen d'administration des affaires

Management, Master, INSEAD - Institut européen d'administration des affaires

Economics, Bachelor, Universidade NOVA de Lisboa

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