Biography
Pedro Barroso began his career in Portugal’s National Statistical Office (INE) working on analysis of macro data (CPI and confidence indices). He then worked as an invited lecturer in several private universities in Portugal. In 2012, Barroso finished his PhD in finance at Nova SBE (Lisbon). He was a lecturer at University of Exeter, and is currently a senior lecturer at UNSW in Sydney. Barroso has also worked as a consultant for a central clearing counterparty in risk management. His main research interests are in factor investing, portfolio management, and the currency market.
Pedro Barroso and his colleagues have studied the studied the time-varying volatility of momentum. among other equity factors, and its usefulness in managing exposure to momentum and its crashes.