Pedro Barroso
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Citado por
Citado por
Ano
Momentum Has Its Moments
P Barroso, P Santa-Clara
Available at SSRN 2041429, 2013
5262013
Beyond the carry trade: Optimal currency portfolios
P Barroso, P Santa-Clara
Journal of Financial and Quantitative Analysis 50 (5), 1037-1056, 2015
1442015
Managing the risk of the beta anomaly
P Barroso, P Maio
Available at SSRN 2876450, 2018
14*2018
Crowding and Tail Risk in Momentum Returns
P Barroso, RM Edelen, P Karehnke
Available at SSRN 3045019, 2019
8*2019
The risk-return tradeoff among equity factors
P Barroso, PF Maio
Available at SSRN 2909085, 2019
72019
The bottom-up beta of momentum
P Barroso
29th Australasian Finance and Banking Conference, 2016
72016
Lest we forget: using out-of-sample errors in portfolio optimization
P Barroso, K Saxena
Available at SSRN 2771664, 2018
4*2018
Do external imbalances matter in explaining the cross-section of currency excess returns?
P Barroso, F Kho, F Rouxelin, L Yang
Available at SSRN 3232396, 2018
42018
Time-varying state variable risk premia in the ICAPM
P Barroso, M Boons, P Karehnke
Journal of Financial Economics, 2020
32020
Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios?
P Barroso, AL Detzel
Available at SSRN 3088828, 2018
22018
Let the Parametric Phoenix Fly
P Barroso, JA Reichenecker, MR Reichenecker
Available at SSRN 3421686, 2019
2019
The Risk-Return Tradeoff Among Equity Factors
P Barroso, PF Maio
Asian Finance Association (AsianFA) 2018 Conference, 2019
2019
The Cross-Section of Currency Appreciation Rates
PF Maio, P Barroso
Available at SSRN 3371115, 2019
2019
The Cross-Section of Currency Appreciation Rates
P Barroso, P Maio
2019
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
Hedging with an edge: parametric currency overlay
P Barroso, MJ Menichetti, JA Reichenecker
30th Australasian Finance and Banking Conference, 2017
2017
Three essays in financial markets
PM Barroso
NSBE-UNL, 2012
2012
What drives exchange rates? Time-series and cross-sectional evidence
P Barroso, P Maio
Online Appendix to “Time-varying state variable risk premia in the ICAPM”
P Barroso, M Boons, P Karehnke
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Artigos 1–19