Pedro Santa-Clara é Professor Catedrático de Finanças na Nova School of Business and Economics desde 2007. Foi professor auxiliar, associado e catedrático de finanças na Anderson School of Management da UCLA de 1996 a 2009. Pedro tem uma licenciatura em Economia pela Nova SBE e um doutoramento em Finanças pelo INSEAD.

Publicou mais de 30 artigos nas principais revistas académicas de Finanças e Economia. Foi investigador associado do National Bureau of Economic Research e investigador do Center for Economic Policy Research.

Em 2012, a carreira do Pedro deu uma reviravolta radical e, durante os seis anos seguintes, liderou a construção do novo campus em Carcavelos da Nova SBE e a campanha de 54 milhões de euros que o financiou. Neste contexto, Pedro liderou a criação da Fundação Alfredo de Sousa, à qual presidiu entre 2015 e 2018.

No início de 2019, Pedro fundou a Shaken Not Stirred, uma empresa que promove e gere projetos de educação: 42 Lisboa abriu em outubro de 2020 e 42 Porto abriu em julho de 2022; Miles in the Sky começou em agosto de 2021; TUMO vai abrir o seu primeiro centro em Coimbra em setembro de 2023.

Pedro é fundador e membro do Conselho de Administração do Instituto Mais Liberdade, um grupo de reflexão que promove os ideais liberais de liberdade individual, economia de mercado e democracia.

Pedro é sócio fundador da Atrium Portofolio Managers, uma empresa de gestão de activos criada em 1999, e da Data4Deals, uma startup fintech criada em 2021.

O Pedro é casado com a Ana Conduto e tem três filhos maravilhosos, o André, o Tiago e o Tomás, e dois netos lindos, o Mateus e a Sofia. Nos seus tempos livres - que tempos livres? O Pedro gosta de correr, fazer crossfit, ler e, acima de tudo, passar tempo com amigos e família. 

2006 - Agregação - Universidade Nova de Lisboa 

1996 - Mestrado e Doutoramento em Gestão - INSEAD 

1989 - Licenciatura em Economia - Universidade Nova de Lisboa 

Finanças. Modelos teóricos e econométricos de preços de activos.

• Faias, José Afonso, Santa-Clara, Pedro (2017). Optimal option portfolio strategies: deepening the puzzle of index option mispricing. Journal of Financial and Quantitative Analysis, 52 (1), 277-303.
• Maio, Paulo, Santa-Clara, Pedro (2017). Short-term interest rates and stock market anomalies. Journal of Financial and Quantitative Analysis, 52 (3), 927-961.
• Rangvid, Jesper, Santa-Clara, Pedro, Schmeling, Maik (2016). Capital market integration and consumption risk sharing over the long run. Journal Of International Economics, 103, 27-43.
• Barroso, Pedro, Santa-Clara, Pedro (2015). Beyond the carry trade: Optimal currency portfolios. Journal of Financial and Quantitative Analysis, 50 (5), 1037-1056.
• Barroso, Pedro, Santa-Clara, Pedro (2015). Momentum has its moments. Journal of Financial Economics, 116 (1), 111-120.
• Maio, Paulo, Santa-Clara, Pedro (2015). Dividend yields, dividend growth, and return predictability in the cross section of stocks. Journal of Financial and Quantitative Analysis, 50 (1-2), 33-60.
• Maio, Paulo, Santa-Clara, Pedro (2012). Multifactor models and their consistency with the ICAPM. Journal of Financial Economics, 106 (3), 586-613.
• Ferreira, Miguel A., Santa-Clara, Pedro (2011). Forecasting stock market returns: the sum of the parts is more than the whole. Journal of Financial Economics, 100 (3), 514-537.
• Hsu, Jason C., Saa-Requiejo, Jesús, Santa-Clara, Pedro (2010). A structural model of default risk. Journal Of Fixed Income, 19 (3), 77-95.
• Santa-Clara, Pedro, Yan, Shu (2010). Crashes, volatility, and the equity premium: lessons from S&P 500 options. Review of Economics and Statistics, 92 (2), 435-451.
• Brandt, Michael W., Santa-Clara, Pedro, Valkanov, Rossen (2009). Parametric portfolio policies: exploiting characteristics in the cross-section of equity returns. Review Of Financial Studies, 22 (9), 3411-3447.
• Santa-Clara, Pedro, Saretto, Alessio (2009). Option strategies: good deals and margin calls. Journal Of Financial Markets, 12 (3), 391-417.
• Cochrane, John H., Longstaff, Francis A., Santa-Clara, Pedro (2008). Two trees. Review Of Financial Studies, 21 (1), 347-385.
• Brandt, Michael W., Santa-Clara, Pedro (2006). Dynamic portfolio selection by augmenting the asset space. The Journal of Finance, 61 (5), 2187-2217.
• Brandt, Michael W., Cochrane, John H., Santa-Clara, Pedro (2006). International risk sharing is better than you think, or exchange rates are too smooth. Journal of Monetary Economics, 53 (4), 671-698.
• Ghysels, Eric, Santa-Clara, Pedro, Valkanov, Rossen (2006). Predicting volatility: Getting the most out of return data sampled at different frequencies. Journal of Econometrics, 131 (1-2), 59-95.
• Brandt, Michael W., Goyal, Amit, Santa-Clara, Pedro, Stroud, Jonathan R. (2005). A simulation approach to dynamic portfolio choice with an application to learning about return predictability. Review Of Financial Studies, 18 (3), 831-873.
• Ghysels, Eric, Santa-Clara, Pedro, Valkanov, Rossen (2005). There is a risk-return trade-off after all. Journal of Financial Economics, 76 (3), 509-548.
• Santa-Clara, Pedro (2004). Discussion of "implied equity duration: a new measure of equity risk". Review of Accounting Studies, 9 (2-3), 229-231.
• Ledoit, Olivier, Santa-Clara, Pedro, Wolf, Michael (2003). Flexible multivariate GARCH modeling with an application to international stock markets. Review of Economics and Statistics, 85 (3), 735-747.
• Goyal, Amit, Santa-Clara, Pedro (2003). Idiosyncratic Risk Matters!. The Journal of Finance, 58 (3), 975-1007.
• Santa-Clara, Pedro, Valkanov, Rossen (2003). The Presidential Puzzle: Political Cycles and the Stock Market. The Journal of Finance, 58 (5), 1841-1872.
• Brandt, Michael W., Santa-Clara, Pedro (2002). Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets. Journal of Financial Economics, 63 (2), 161-210.
• Longstaff, Francis A., Santa-Clara, Pedro, Schwartz, Eduardo S. (2001). Throwing away a billion dollars: The cost of suboptimal exercise strategies in the swaptions market. Journal of Financial Economics, 62 (1), 39-66.
• Santa-Clara, Pedro, Sornette, Didier (2001). The dynamics of the forward interest rate curve with stochastic string shocks. Review Of Financial Studies, 14 (1), 149-185.
• Longstaff, Francis A., Santa-Clara, Pedro, Schwartz, Eduardo S. (2001). The relative valuation of caps and swaptions: Theory and empirical evidence. The Journal of Finance, 56 (6), 2067-2109.
• De Jong, Frank, Santa-Clara, Pedro (1999). The dynamics of the forward interest rate curve: A formulation with state variables. Journal of Financial and Quantitative Analysis, 34 (1), 131-157.

• Delianedis, Gordon, Santa-Clara, Pedro (1999). The exposure of international corporate bond returns to exchange rate risk. European capital markets with a single currency. Dermine, Jean, Hillion, Pierre (Eds.), Oxford University Press.