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 1 52 0 0 4 172
Crowding and Tail Risk in Momentum Returns 2 2 5 19 2 4 10 45
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 0 1 17 1 2 8 61
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 2 2 9 35 2 3 13 50
Momentum has its moments 9 24 61 425 32 71 150 1,428
The risk–return tradeoff among equity factors 0 2 2 2 1 5 9 9
Time-varying state variable risk premia in the ICAPM 0 0 0 25 1 2 6 103
Total Journal Articles 13 30 80 576 39 89 203 1,872


Statistics updated 2025-08-05