Details about Momtchil Pojarliev

Access statistics for papers by Momtchil Pojarliev.

Last updated 2026-01-14. Update your information in the RePEc Author Service.

Short-id: ppo254

Working Papers

2010

1. Detecting Crowded Trades in Currency Funds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
   See also Journal Article Detecting Crowded Trades in Currency Funds, Financial Analysts Journal, Taylor & Francis Journals (2011) (2011)

2008

2. Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
   See also Journal Article Trades of the living dead: Style differences, style persistence and performance of currency fund managers, Journal of International Money and Finance, Elsevier (2010) View citations (42) (2010)

2007

3. Do Professional Currency Managers Beat the Benchmark?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
   See also Journal Article Do Professional Currency Managers Beat the Benchmark?, Financial Analysts Journal, Taylor & Francis Journals (2008) View citations (2) (2008)

Journal Articles

2014

1. Evaluating absolute return managers
   Financial Markets and Portfolio Management, 2014, 28, (1), 95-103

2011

2. Detecting Crowded Trades in Currency Funds
   Financial Analysts Journal, 2011, 67, (1), 26-39
   See also Working Paper Detecting Crowded Trades in Currency Funds, NBER Working Papers (2010) View citations (23) (2010)

2010

3. Trades of the living dead: Style differences, style persistence and performance of currency fund managers
   Journal of International Money and Finance, 2010, 29, (8), 1752-1775 View citations (42)
   See also Working Paper Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers, NBER Working Papers (2008) View citations (7) (2008)

2008

4. Do Professional Currency Managers Beat the Benchmark?
   Financial Analysts Journal, 2008, 64, (5), 18-32 View citations (2)
   See also Working Paper Do Professional Currency Managers Beat the Benchmark?, NBER Working Papers (2007) View citations (43) (2007)

2005

5. Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences
   Financial Markets and Portfolio Management, 2005, 19, (3), 297-311 View citations (10)

2004

6. Global European portfolio construction: Does a changing volatility structure matter?
   Applied Stochastic Models in Business and Industry, 2004, 20, (3), 265-280 View citations (3)