Pedro Barroso

Pedro Barroso is an Associate Professor with Aggregation at Católica-Lisbon School of Business and Economics, Universidade Católica Portuguesa. He has previously held academic positions as a tenured Senior Lecturer at UNSW in Sydney and as a Lecturer at the University of Exeter (UK). He was also a visiting scholar at Bayes Business School (formerly Cass) and the University of Liechtenstein.

His educational background includes a PhD in Finance from Nova SBE, a MSc in International Economics, and a BA in Economics from ISEG, all in Lisbon, Portugal.

Pedro's research focuses on empirical asset pricing, portfolio management, risk management, foreign exchange markets, and financial anomalies. He is particularly known for his work on momentum strategies, volatility-managed portfolios, and currency overlay techniques. His research integrates both theoretical models and empirical evidence to address practical investment challenges.

The recent trend in his publications reveals a consistent focus on improving portfolio performance through better risk modeling, forecasting, and optimization. His work frequently addresses the limitations of traditional factor models, explores the drivers of momentum profits, and develops innovative strategies for currency and international portfolio management. Many of his studies incorporate real-world frictions such as transaction costs and forecast uncertainty.

He has received recognition for his research, including the WRDS Best Conference Paper Award at EFMA 2017.

• WRDS Best Conference Paper Award at EFMA 2017

Pedro Barroso actively contributes to the academic community as a referee for top journals such as Management Science, Journal of Financial Economics, and leading economics journals. He has also provided consulting services to a derivatives exchange, helping design risk management systems, thereby connecting academic research with industry practice. While no formal PhD students are listed, he collaborates extensively with researchers like Pedro Santa-Clara, Paulo Maio, and Konark Saxena, suggesting an active supervisory or mentoring role.

He is affiliated with a vibrant research environment at Católica-Lisbon and participates regularly in international conferences such as the Australasian Finance and Banking Conference, EFMA, FMA, and CICF. He also engages with the public through opinion pieces in major financial media and interviews on economic developments.