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Details about Pedro Barroso, Jr.

Workplace:Faculdade de Ciências Económicas e Empresariais (Catolica-Lisbon School of Business and Economics), Universidade Católica Portuguesa (Catholic Portuguese University), (more information at EDIRC)

Access statistics for papers by Pedro Barroso, Jr..

Last updated 2021-02-26. Update your information in the RePEc Author Service.

Short-id: pba1463

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Journal Articles


  1. Time-varying state variable risk premia in the ICAPM
    Journal of Financial Economics, 2021, 139, (2), 428-451 Downloads View citations (1)


  1. Beyond the Carry Trade: Optimal Currency Portfolios
    Journal of Financial and Quantitative Analysis, 2015, 50, (5), 1037-1056 Downloads View citations (52)
  2. Momentum has its moments
    Journal of Financial Economics, 2015, 116, (1), 111-120 Downloads View citations (146)
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