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 0 52 0 8 13 183
Crowding and Tail Risk in Momentum Returns 0 0 2 19 2 3 9 50
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 0 2 19 3 13 25 82
Hedging with an Edge: Parametric Currency Overlay 0 0 2 3 3 5 9 11
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 0 0 5 38 2 6 16 63
Momentum has its moments 14 30 85 478 45 108 295 1,639
The risk–return tradeoff among equity factors 2 2 9 9 2 10 32 35
Time-varying state variable risk premia in the ICAPM 0 2 4 29 0 8 18 118
Total Journal Articles 16 34 109 647 57 161 417 2,181


Statistics updated 2026-03-04