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 5 52 0 0 7 170
Crowding and Tail Risk in Momentum Returns 1 1 7 17 3 3 14 41
Do limits to arbitrage explain the benefits of volatility-managed portfolios? 0 1 2 17 0 1 7 57
Hedging with an Edge: Parametric Currency Overlay 0 0 1 1 0 0 1 2
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios 0 0 11 33 0 1 16 47
Momentum has its moments 3 20 46 393 5 37 130 1,344
The risk–return tradeoff among equity factors 0 0 0 0 1 1 3 3
Time-varying state variable risk premia in the ICAPM 0 0 0 25 0 1 6 100
Total Journal Articles 4 22 72 538 9 44 184 1,764


Statistics updated 2025-03-03