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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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Crowding and tail risk in momentum returns
Barroso, Pedro; Edelen, Roger M.; Karehnke, Paul - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 4, pp. 1313-1342
Persistent link: https://www.econbiz.de/10013270306