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Beyond the carry trade : optimal currency portfolios
Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 1037-1056
Persistent link: https://www.econbiz.de/10011431137
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Momentum has its moments
Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial economics 116 (2015) 1, pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
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Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, Pedro; Detzel, Andrew - In: Journal of financial economics 140 (2021) 3, pp. 744-767
Persistent link: https://www.econbiz.de/10013259593