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 0 2 5 19 0 4 10 45
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 0 1 17 1 2 8 62
Hedging with an Edge: Parametric Currency Overlay 0 0 1 1 0 0 3 4
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 0 2 8 35 2 4 14 52
Momentum has its moments 3 17 63 428 24 71 172 1,452
The risk–return tradeoff among equity factors 0 2 2 2 3 8 12 12
Time-varying state variable risk premia in the ICAPM 0 0 0 25 1 2 7 104
Total Journal Articles 3 23 81 579 31 91 230 1,903


Statistics updated 2025-09-05