Pedro Santa-Clara

• [2008 RFS] 两棵树的寓言：当「i.i.d. 收益」撞上「卖不掉的股票」Two TreesJun 2026
• [2005 RFS] 把「天书」一样的动态组合，交给一台会做回归的模拟器A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return PredictabilityJun 2026
• [2002 JFE] 写不出来的似然函数，就让它自己「跑」一遍Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete MarketsJun 2026
• [2001 JFE] 扔掉十亿美元：当你用错了一把尺子去决定『何时行权』Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaptions MarketJun 2026