Pedro Barroso

Universidade Católica Portuguesa - Lisboa / Portugal

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 1853744

Catholic University of Portugal

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Pedro Barroso's MOST POPULAR ARTICLES

1-) Momentum Has Its MomentsP Barroso, P Santa-ClaraAvailable at SSRN 2041429, 20137372013

2-) Beyond the carry trade: Optimal currency portfoliosP Barroso, P Santa-ClaraJournal of Financial and Quantitative Analysis 50 (5), 1037-1056, 20151922015

3-) Do limits to arbitrage explain the benefits of volatility-managed portfolios?P Barroso, A DetzelJournal of Financial Economics 140 (3), 744-767, 2021332021

4-) The Volatility Puzzle of the Beta AnomalyPFM Maio, P Barroso, A DetzelJournal of Financial Economics, 202457*2024

5-) Lest we forget: Learn from out-of-sample forecast errors when optimizing portfoliosP Barroso, K SaxenaThe Review of Financial Studies 35 (3), 1222-1278, 202250*2022

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