Pedro Barroso
Has grant
Associate Professor
PortugalResearch Interests
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About
Pedro Barroso is an Associate Professor at Católica Lisbon School of Business and Economics, Universidade Católica Portuguesa. His research interests encompass the risk-return tradeoff among equity factors, portfolio optimization, and the implications of hedging strategies. Recent articles authored by Professor Barroso include studies on parametric currency overlays and volatility-managed portfolios, contributing to the understanding of state variable risk premia in the ICAPM framework.
Recent Grants
Grant: Close
PROGRAMA DE DOUTORAMENTO E MESTRADO EM FINANÇAS
Open Date: 2008-10-01
Close Date: 2012-09-30
Articles (5)
Year:
2024
Year:
2022
Year:
2022
Year:
2021
Year:
2021
Collaborators (4)
Martijn Boons
Tilburg University
Paul Karehnke
ESCP Business School
Konark Saxena
Associate Professor
UNSW Sydney
Andrew Detzel
Associate Professor
Baylor University
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