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 4 56 0 3 25 197
Crowding and Tail Risk in Momentum Returns 1 2 3 22 5 13 25 70
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 1 1 5 22 19 57 95 157
Hedging with an Edge: Parametric Currency Overlay 0 1 3 4 2 3 12 16
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 1 2 6 41 2 3 20 72
Momentum has its moments 7 31 109 537 71 221 545 1,997
The risk–return tradeoff among equity factors 0 0 7 9 0 0 29 41
Time-varying state variable risk premia in the ICAPM 0 0 4 29 0 1 17 121
Total Journal Articles 10 38 141 720 99 301 768 2,671


Statistics updated 2026-09-10