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 0 52 1 3 5 175
Crowding and Tail Risk in Momentum Returns 0 0 3 19 1 2 9 47
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 2 3 19 2 7 13 69
Hedging with an Edge: Parametric Currency Overlay 2 2 2 3 2 2 4 6
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 1 3 5 38 1 5 11 57
Momentum has its moments 6 20 75 448 26 79 224 1,531
The risk–return tradeoff among equity factors 2 5 7 7 8 13 23 25
Time-varying state variable risk premia in the ICAPM 1 2 2 27 3 6 11 110
Total Journal Articles 12 34 97 613 44 117 300 2,020


Statistics updated 2025-12-06