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 6 9 13 183
Crowding and Tail Risk in Momentum Returns 0 0 3 19 0 2 10 48
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 0 2 19 7 12 22 79
Hedging with an Edge: Parametric Currency Overlay 0 2 2 3 2 4 6 8
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 0 1 5 38 2 5 14 61
Momentum has its moments 4 22 74 464 32 89 255 1,594
The risk–return tradeoff among equity factors 0 2 7 7 5 16 31 33
Time-varying state variable risk premia in the ICAPM 1 3 4 29 5 11 18 118
Total Journal Articles 5 30 97 631 59 148 369 2,124


Statistics updated 2026-02-12