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PhD
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Collaborations and top research areas from the last five years
Projects
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CUBE: Católica Lisbon Research Unit in Business and Economics
Machado, F., Aranda, A. M., Costa, A. I. D. A., Martins, A. P., Bernard, A., Fidalgo, A., Reis, C., Abecassis-Moedas, C., Santos, C., Tran, D., Fernandes, D., Bonfim, D., Schliephake, E., Kalogirou, F., Reis, F., Santos, F., Machado, F., Sguera, F., Cerqueiro, G., Reis, H., Barreto, I., Silva, J., Salvado, J. C., Neves, J. C. D., Gijsbrechts, J., Stahl, J., Guedes, J. C., Faias, J., Wagner, L., Correia, I. H., Saldanha, M. F., Fontes, J. C., Modesto, L., Meira, M., Matos, M. G. D., Gouveia, M., Kozeniauskas, N., Bertani, N., Couzoff, P., Barroso, P., Encarnação, P., Raposo, P. M., Teles, P., Bastos, W., Bohnsack, R., Vale, R. C. D., Ferreira, R., Lloyd-Braga, T., Ramus, T., Colaço, V. H., Cavicchini, A., Balderrama, P. A. P., Pieters, F. G. M., Pinto, F. A. G. D. L. S., Colaço, V. H. & Teixeira, Z. V.
1/01/20 → 31/12/23
Project: Research
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Crowding and tail risk in momentum returns
Barroso, P., Edelen, R. M. & Karehnke, P., 3 Jun 2022, In: Journal of Financial and Quantitative Analysis. 57, 4, p. 1313-1342 50 p.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
Hedging with an edge: parametric currency overlay
Barroso, P., Reichenecker, J-A. & Menichetti, M. J., Jan 2022, In: Management Science. 68, 1, p. 669-689 21 p.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
Lest we forget: learn from out-of-sample errors when optimizing portfolios
Barroso, P. & Saxena, K., 1 Mar 2022, In: Review of Financial Studies. 35, 3, p. 1222-1278 57 p.Research output: Contribution to journal › Article › peer-review
5 Citations (Scopus) -
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, P. & Detzel, A., Jun 2021, In: Journal of Financial Economics. 140, 3, p. 744-767 24 p.Research output: Contribution to journal › Article › peer-review
15 Citations (Scopus) -
Time-varying state variable risk premia in the ICAPM
Barroso, P., Karehnke, P. & Boons, M., Feb 2021, In: Journal of Financial Economics. 139, 2, p. 428-451 24 p.Research output: Contribution to journal › Article › peer-review
6 Citations (Scopus)