Projects per year
Personal profile
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
PhD
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Dive into the research topics where Pedro Barroso is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Projects
- 1 Active
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CUBE: Católica Lisbon Research Unit in Business and Economics
Machado, F. (PI), Aranda, A. M. (Researcher), Costa, A. I. D. A. (Researcher), Martins, A. P. (Researcher), Bernard, A. (Researcher), Fidalgo, A. (Researcher), Reis, C. (Researcher), Abecassis-Moedas, C. (Researcher), Santos, C. (Researcher), Tran, D. (Researcher), Fernandes, D. (Researcher), Bonfim, D. (Researcher), Schliephake, E. (Researcher), Kalogirou, F. (Researcher), Reis, F. (Researcher), Santos, F. (Researcher), Machado, F. (Researcher), Sguera, F. (Researcher), Cerqueiro, G. (Researcher), Reis, H. (Researcher), Barreto, I. (Researcher), Silva, J. (Researcher), Salvado, J. C. (Researcher), Neves, J. C. D. (Researcher), Gijsbrechts, J. (Researcher), Stahl, J. (Researcher), Guedes, J. C. (Researcher), Faias, J. (Researcher), Wagner, L. (Researcher), Correia, I. (Researcher), Saldanha, M. F. (Researcher), Fontes, J. C. (Researcher), Modesto, L. (Researcher), Meira, M. (Researcher), Matos, M. G. D. (Researcher), Gouveia, M. (Researcher), Kozeniauskas, N. (Researcher), Bertani, N. (Researcher), Couzoff, P. (Researcher), Barroso, P. (Researcher), Encarnação, P. (Researcher), Raposo, P. (Researcher), Teles, P. (Researcher), Bastos, W. (Researcher), Bohnsack, R. (Researcher), Vale, R. C. D. (Researcher), Ferreira, R. (Researcher), Lloyd-Braga, T. (Researcher), Ramus, T. (Researcher), Colaço, V. H. (Researcher), Cavicchini, A. (Researcher), Parada, P. (Researcher), Pieters, R. (Researcher), Pinto, F. A. G. D. L. S. (Researcher), Colaço, V. H. (Researcher) & Venter, Z. (Researcher)
1/01/20 → 31/12/24
Project: Research
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The risk–return tradeoff among equity factors
Barroso, P. & Maio, P., Sept 2024, In: Journal of Empirical Finance. 78, 22 p., 101518.Research output: Contribution to journal › Article › peer-review
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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
7 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
6 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
9 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
21 Citations (Scopus)