Pedro Santa-Clara

Millennium bcp Chair in Finance, Nova School of Business and Economics and CEPR Research Fellow

Pedro Santa-Clara holds the Millennium bcp Chair in Finance at the 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. Pedro 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 developing investment strategies.

Content by this Author

CEPR Policy Research