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 7 52 1 2 12 170
Crowding and Tail Risk in Momentum Returns 1 2 8 16 1 3 15 38
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 0 1 16 0 2 8 56
Hedging with an Edge: Parametric Currency Overlay 1 1 1 1 1 1 2 2
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 1 6 12 33 1 8 19 46
Momentum has its moments 1 8 32 373 7 27 112 1,307
Time-varying state variable risk premia in the ICAPM 0 0 0 25 0 2 7 99
Total Journal Articles 4 18 61 516 11 45 175 1,718


Statistics updated 2024-12-04