Momentum Has Its Moments P Barroso, P Santa-Clara Available at SSRN 2041429, 2013 | 894 | 2013 |
Beyond the carry trade: Optimal currency portfolios P Barroso, P Santa-Clara Journal of Financial and Quantitative Analysis 50 (5), 1037-1056, 2015 | 210 | 2015 |
Do limits to arbitrage explain the benefits of volatility-managed portfolios? P Barroso, A Detzel Journal of Financial Economics 140 (3), 744-767, 2021 | 62 | 2021 |
The volatility puzzle of the low-risk anomaly P Barroso, AL Detzel, P Maio Available at SSRN, 2021 | 42* | 2021 |
Lest we forget: Learn from out-of-sample forecast errors when optimizing portfolios P Barroso, K Saxena The Review of Financial Studies 35 (3), 1222-1278, 2022 | 33* | 2022 |
Time-varying state variable risk premia in the ICAPM P Barroso, M Boons, P Karehnke Journal of Financial Economics 139 (2), 428-451, 2021 | 27* | 2021 |
Crowding and tail risk in momentum returns P Barroso, RM Edelen, P Karehnke Journal of Financial and Quantitative Analysis 57 (4), 1313-1342, 2022 | 26* | 2022 |
The risk-return tradeoff among equity factors P Barroso, PF Maio Available at SSRN 2909085, 2023 | 22 | 2023 |
The bottom-up beta of momentum P Barroso 29th Australasian Finance and Banking Conference, 2016 | 11 | 2016 |
Hedging with an edge: parametric currency overlay P Barroso, JA Reichenecker, MJ Menichetti Management Science 68 (1), 669-689, 2022 | 10 | 2022 |
What explains price momentum and 52-week high momentum when they really work? P Barroso, H Wang Available at SSRN 3716786, 2021 | 10 | 2021 |
Cutting the gordian knot of carry and imbalances P Barroso, F Kho, F Rouxelin, L Yang Available at SSRN 3232396, 2018 | 9* | 2018 |
Let the Parametric Phoenix Fly P Barroso Let the Parametric Phoenix Fly: Barroso, Pedro, 2019 | 4* | 2019 |
Animated logic: correct functional conversion to conjunctive normal form P Barroso, M Pereira, A Ravara arXiv preprint arXiv:2003.05081, 2020 | 2 | 2020 |
The volatility puzzle of the beta anomaly P Barroso, AL Detzel, PF Maio Available at SSRN 3882108, 2023 | 1 | 2023 |
Facts, momentum and factor momentum P Barroso, H Wang Available at SSRN 4326731, 2023 | 1 | 2023 |
The Risk-Return Tradeoff Among Equity Factors P Barroso, PF Maio Available at SSRN 3109456, 2023 | | 2023 |
Leroy and Blazy were right: their memory model soundness proof is automatable (Extended Version) P Barroso, M Pereira, A Ravara arXiv preprint arXiv:2212.02425, 2022 | | 2022 |
Leroy and Blazy Were Right: Their Memory Model Soundness Proof is Automatable P Barroso, M Pereira, A Ravara Working Conference on Verified Software: Theories, Tools, and Experiments, 20-32, 2022 | | 2022 |
Formally Verified Bug-free Implementations of (Logical) Algorithms PML Barroso Universidade Nova de Lisboa, 2019 | | 2019 |