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 2 3 3 55 5 11 22 194
Crowding and Tail Risk in Momentum Returns 1 1 3 20 3 7 16 57
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 2 4 21 3 18 40 100
Hedging with an Edge: Parametric Currency Overlay 0 0 2 3 1 2 9 13
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 1 1 6 39 1 6 21 69
Momentum has its moments 0 28 95 506 20 137 395 1,776
The risk–return tradeoff among equity factors 0 0 9 9 0 6 37 41
Time-varying state variable risk premia in the ICAPM 0 0 4 29 0 2 18 120
Total Journal Articles 4 35 126 682 33 189 558 2,370


Statistics updated 2026-06-04