| Momentum Has Its Moments P Barroso, P Santa-Clara Available at SSRN 2041429, 2013 | 958 | 2013 |
| Beyond the carry trade: Optimal currency portfolios P Barroso, P Santa-Clara Journal of Financial and Quantitative Analysis 50 (5), 1037-1056, 2015 | 220 | 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 | 82 | 2021 |
| The Volatility Puzzle of the Beta Anomaly PFM Maio, P Barroso, A Detzel Journal of Financial Economics, 2024 | 57* | 2024 |
| 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 | 47* | 2022 |
| Crowding and tail risk in momentum returns P Barroso, RM Edelen, P Karehnke Journal of Financial and Quantitative Analysis 57 (4), 1313-1342, 2022 | 33* | 2022 |
| The risk-return trade-off among equity factors P Barroso, P Maio Journal of Empirical Finance, 101518, 2024 | 28 | 2024 |
| Time-varying state variable risk premia in the ICAPM P Barroso, M Boons, P Karehnke Journal of Financial Economics 139 (2), 428-451, 2021 | 28* | 2021 |
| Hedging with an edge: parametric currency overlay P Barroso, JA Reichenecker, MJ Menichetti Management Science 68 (1), 669-689, 2022 | 15 | 2022 |
| What explains price momentum and 52-week high momentum when they really work? P Barroso, H Wang Available at SSRN 3716786, 2021 | 15 | 2021 |
| The bottom-up beta of momentum P Barroso 29th Australasian Finance and Banking Conference, 2016 | 11 | 2016 |
| Cutting the gordian knot of carry and imbalances P Barroso, F Kho, F Rouxelin, L Yang Available at SSRN 3232396, 2018 | 10* | 2018 |
| Let the Parametric Phoenix Fly P Barroso Let the Parametric Phoenix Fly: Barroso, Pedro, 2019 | 4* | 2019 |
| Facts, momentum and factor momentum P Barroso, H Wang Available at SSRN 4326731, 2023 | 1 | 2023 |
| The Risk-Return Trade-Off Among Equity Factors PFM Maio, P Barroso Journal of Empirical Finance, 2024 | | 2024 |
| Calm Your Portfolio: The Importance of Disciplining Intelligent but Fickle Forecasts in Portfolio Optimization K Saxena, P Barroso, H Wang | | 2023 |
| The Risk-Return Tradeoff Among Equity Factors P Barroso, PF Maio Available at SSRN 3109456, 2023 | | 2023 |
| Internet Appendix for Lest We Forget: Using Out-Of-Sample Forecast Errors in Portfolio Optimization P Barroso, K Saxena Available at SSRN 3306834, 2018 | | 2018 |
| Calm Your Portfolio: The Importance of Disciplining Intelligent but Fickle Forecasts in Portfolio Optimization P Barroso, K Saxena, H Wang | | |
| Online Appendix to “Time-varying state variable risk premia in the ICAPM” P Barroso, M Boons, P Karehnke | | |
Pedro Santa ClaraMillennium bcp Professor of Finance, Nova School of Business and EconomicsVerified email at novasbe.pt
