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 2 52 0 1 5 172
Crowding and Tail Risk in Momentum Returns 0 0 3 17 2 2 9 43
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 0 1 17 0 1 7 60
Hedging with an Edge: Parametric Currency Overlay 0 0 1 1 0 2 3 4
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 0 0 7 33 0 1 12 48
Momentum has its moments 5 19 53 416 15 47 128 1,396
The risk–return tradeoff among equity factors 2 2 2 2 4 4 8 8
Time-varying state variable risk premia in the ICAPM 0 0 0 25 0 1 5 102
Total Journal Articles 7 21 69 563 21 59 177 1,833


Statistics updated 2025-07-04