Pedro Barroso, Jr.
Names
| first: |
Pedro |
| last: |
Barroso |
| suffix: |
Jr. |
Identifer
Contact
Affiliations
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Universidade Católica Portuguesa
/ Faculdade de Ciências Económicas e Empresariais
Research profile
author of:
- Beyond the Carry Trade: Optimal Currency Portfolios (RePEc:cup:jfinqa:v:50:y:2015:i:05:p:1037-1056_00)
by Barroso, Pedro & Santa-Clara, Pedro - Crowding and Tail Risk in Momentum Returns (RePEc:cup:jfinqa:v:57:y:2022:i:4:p:1313-1342_3)
by Barroso, Pedro & Edelen, Roger M. & Karehnke, Paul - Momentum has its moments (RePEc:eee:jfinec:v:116:y:2015:i:1:p:111-120)
by Barroso, Pedro & Santa-Clara, Pedro - Time-varying state variable risk premia in the ICAPM (RePEc:eee:jfinec:v:139:y:2021:i:2:p:428-451)
by Barroso, Pedro & Boons, Martijn & Karehnke, Paul - Do limits to arbitrage explain the benefits of volatility-managed portfolios? (RePEc:eee:jfinec:v:140:y:2021:i:3:p:744-767)
by Barroso, Pedro & Detzel, Andrew - Hedging with an Edge: Parametric Currency Overlay (RePEc:inm:ormnsc:v:68:y:2022:i:1:p:669-689)
by Pedro Barroso & Jurij-Andrei Reichenecker & Marco J. Menichetti - Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios (RePEc:oup:rfinst:v:35:y:2022:i:3:p:1222-1278.)
by Pedro Barroso & Konark Saxena