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P

Pedro Barroso

Universidade Catolica Portuguesa

12H指数
34论文数
1.3K被引数
收录论文 7
发表时间
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The volatility puzzle of the beta anomaly贝塔异象的波动性之谜
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2025-03-01
err0
PREAI
errBarroso, Pedro; Maio, Paulo
err分享
err收藏
Crowding and Tail Risk in Momentum Returns
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2021-09-03
err8
PREAI
errBarroso, Pedro; Edelen, Roger M.; Karehnke, Paul
err分享
err收藏
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2021-06-01
err31
PREAI
errBarroso, Pedro; Detzel, Andrew
err分享
err收藏
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2021-04-04
err14
PREAI
errBarroso, Pedro; Saxena, Konark
err分享
err收藏
Time-varying state variable risk premia in the ICAPM
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2021-02-01
err11
errOAAI
errBarroso, Pedro; Boons, Martijn; Karehnke, Paul
err分享
err收藏
Beyond the Carry Trade: Optimal Currency Portfolios
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2015-12-23
err89
errOAAI
errBarroso, Pedro; Santa-Clara, Pedro
err分享
err收藏
Momentum has its moments
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2015-04-01
err397
PREAI
errBarroso, Pedro; Santa-Clara, Pedro
err分享
err收藏

研究方向

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合作学者
合作期刊
P
Pedro Santa‐Clara
H 指数: 42 · 论文数: 94
R
Roger M. Edelen
H 指数: 17 · 论文数: 45
A
Andrew L. Detzel
H 指数: 10 · 论文数: 25
M
Martijn Boons
H 指数: 10 · 论文数: 32
P
Paul Karehnke
H 指数: 9 · 论文数: 25
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