Research output per year
Research output per year
Personal profile
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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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
1 Citation (Scopus) -
Lest we forget: learn from out-of-sample errors when optimizing portfolios
Barroso, P. & Saxena, K., 22 Feb 2022, In: Review of Financial Studies. 35, 3, p. 1222-1278Research output: Contribution to journal › Article › peer-review
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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
2 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
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Crowding and tail risk in momentum returns
Barroso, P., Edelen, R. M. & Karehnke, P., 21 Oct 2020, (Accepted/In press) In: Journal of Financial and Quantitative Analysis. p. 1-50 50 p.Research output: Contribution to journal › Article › peer-review