Access Statistics for Pedro Barroso, Jr.

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Beyond the Carry Trade: Optimal Currency Portfolios 0 0 3 52 1 2 7 172
Crowding and Tail Risk in Momentum Returns 0 1 3 17 0 3 9 41
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 0 1 17 0 2 6 59
Hedging with an Edge: Parametric Currency Overlay 0 0 1 1 0 0 1 2
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 0 0 11 33 0 0 15 47
Momentum has its moments 4 11 46 401 8 18 110 1,357
The risk–return tradeoff among equity factors 0 0 0 0 0 2 4 4
Time-varying state variable risk premia in the ICAPM 0 0 0 25 0 1 6 101
Total Journal Articles 4 12 65 546 9 28 158 1,783


Statistics updated 2025-05-12