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 1 1 53 5 6 17 189
Crowding and Tail Risk in Momentum Returns 0 0 2 19 1 6 13 54
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 2 4 21 10 18 38 97
Hedging with an Edge: Parametric Currency Overlay 0 0 2 3 1 4 10 12
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 0 0 5 38 4 7 21 68
Momentum has its moments 11 42 105 506 55 162 399 1,756
The risk–return tradeoff among equity factors 0 2 9 9 4 8 37 41
Time-varying state variable risk premia in the ICAPM 0 0 4 29 0 2 19 120
Total Journal Articles 11 47 132 678 80 213 554 2,337


Statistics updated 2026-05-06