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Details about Pedro Barroso, Jr.

Homepage:https://sites.google.com/site/pedromsbarroso/
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 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pba1463

Jump to Journal Articles

Journal Articles

2024

  1. The risk–return tradeoff among equity factors
    Journal of Empirical Finance, 2024, 78, (C) Downloads View citations (1)

2022

  1. Crowding and Tail Risk in Momentum Returns
    Journal of Financial and Quantitative Analysis, 2022, 57, (4), 1313-1342 Downloads
  2. Hedging with an Edge: Parametric Currency Overlay
    Management Science, 2022, 68, (1), 669-689 Downloads View citations (1)
  3. Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios
    The Review of Financial Studies, 2022, 35, (3), 1222-1278 Downloads View citations (3)

2021

  1. Do limits to arbitrage explain the benefits of volatility-managed portfolios?
    Journal of Financial Economics, 2021, 140, (3), 744-767 Downloads View citations (19)
  2. Time-varying state variable risk premia in the ICAPM
    Journal of Financial Economics, 2021, 139, (2), 428-451 Downloads View citations (6)

2015

  1. Beyond the Carry Trade: Optimal Currency Portfolios
    Journal of Financial and Quantitative Analysis, 2015, 50, (5), 1037-1056 Downloads View citations (84)
  2. Momentum has its moments
    Journal of Financial Economics, 2015, 116, (1), 111-120 Downloads View citations (252)
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