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 | 2 | 2 | 5 | 174 |
| Crowding and Tail Risk in Momentum Returns | 0 | 2 | 5 | 19 | 1 | 3 | 10 | 46 |
| Do limits to arbitrage explain the benefits of volatility-managed portfolios? | 0 | 0 | 1 | 17 | 2 | 4 | 10 | 64 |
| Hedging with an Edge: Parametric Currency Overlay | 0 | 0 | 1 | 1 | 0 | 0 | 3 | 4 |
| Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios | 1 | 3 | 7 | 36 | 1 | 5 | 12 | 53 |
| Momentum has its moments | 7 | 19 | 69 | 435 | 23 | 79 | 187 | 1,475 |
| The risk–return tradeoff among equity factors | 3 | 3 | 5 | 5 | 3 | 7 | 15 | 15 |
| Time-varying state variable risk premia in the ICAPM | 0 | 0 | 0 | 25 | 1 | 3 | 8 | 105 |
| Total Journal Articles | 11 | 27 | 88 | 590 | 33 | 103 | 250 | 1,936 |
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