Pedro is a Full Finance Professor (with Aggregation) at Católica-Lisbon School of Business and Economics. Before he held positions as (tenured) Senior Lecturer at UNSW in Sydney and Lecturer at University of Exeter (UK). He was also a visiting scholar at Bayes Business School (formerly Cass) and at University of Liechtenstein. Pedro has a Finance PhD from Nova SBE, a 'Mestrado' (MSc) in International Economics and a 'Licenciatura' (MA) in Economics, both from ISEG. His research on financial markets has been published in multiple top journals in Finance such as the Journal of Financial and Quantitative Analysis, the Journal of Financial Economics, Management Science, and the Review of Financial Studies. Besides research and teaching, Pedro has provided extensive consulting services
Publications
Paper
Crowding and Tail Risk in Momentum Returns
Journal of Financial and Quantitative Analysis, 2020
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Paper
Do Limits to Arbitrage explain the benefits of volatility managed portfolios?
Journal of Financial Economics, 2020
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Paper
Lest we forget: learn from out-of-sample forecast errors when optimizing portfolios
The Review of Financial Studies, 2020
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Paper
Hedging with an Edge: Parametric Currency Overlay
SSRN Electronic Journa…, 2017