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 3 4 56 1 8 25 197
Crowding and Tail Risk in Momentum Returns 1 2 2 21 3 11 20 65
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 0 4 21 19 41 77 138
Hedging with an Edge: Parametric Currency Overlay 0 1 3 4 0 2 10 14
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 0 2 5 40 0 2 20 70
Momentum has its moments 12 24 105 530 78 170 498 1,926
The risk–return tradeoff among equity factors 0 0 7 9 0 0 32 41
Time-varying state variable risk premia in the ICAPM 0 0 4 29 1 1 18 121
Total Journal Articles 13 32 134 710 102 235 700 2,572


Statistics updated 2026-08-07