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Autor

Nome:
Pedro Barroso
e-mail:
p.barroso@unsw.edu.au
Artigos 5:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Crowding and Tail Risk in Momentum Returns 14.23
Pedro Barroso, Roger M. Edelen, Paul Karehnke
Journal Of Financial And Quantitative Analysis, vol. 57, 2022, p. 1313-1342.

Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios. 31.49
Pedro Barroso, Konark Saxena
Review Of Financial Studies, vol. 35, 2022, p. 1222-1278.

Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios? 32.36
Pedro Barroso, Andrew Detzel
Journal of Financial Economics, vol. 140, 2021, p. 744-767.

Time-Varying State Variable Risk Premia in the ICAPM 21.58
Pedro Barroso, Martijn Boons, Paul Karehnke
Journal of Financial Economics, vol. 139, 2021, p. 428-451.

Beyond the Carry Trade: Optimal Currency Portfolios 21.34
Pedro Barroso, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 50, 2015, p. 1037-1056.

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