Access Statistics for Gonçalo Faria

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility 0 0 1 64 1 2 8 364
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility 0 0 0 76 0 1 6 319
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 1 25 3 5 16 30
Forecast combination in the frequency domain 0 1 2 29 2 14 23 50
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 1 6 10 113
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 2 8 135
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 2 2 4 141
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 2 17 19 151
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 1 15 50 166
Frequency-domain information for active portfolio management 0 0 0 37 0 1 7 82
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? 0 0 0 19 0 5 9 118
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 3 279 0 2 8 1,152
The Correlation Risk Premium: International Evidence 0 0 3 11 2 8 18 38
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices 0 0 0 41 1 5 10 248
The equity risk premium and the low frequency of the term spread 0 0 0 44 1 6 13 168
Time-frequency forecast of the equity premium 0 0 0 62 2 6 11 110
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 0 14 1 5 11 29
Total Working Papers 0 1 10 959 19 102 231 3,414


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A closed-form solution for options with ambiguity about stochastic volatility 0 0 0 13 2 9 13 131
Forecasting stock market returns by summing the frequency-decomposed parts 1 1 3 41 4 8 19 248
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? 0 0 1 2 1 1 3 49
The Correlation Risk Premium: International Evidence 0 0 2 8 3 15 24 43
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices 0 0 0 10 1 5 9 108
The yield curve and the stock market: Mind the long run 0 1 4 28 3 5 17 100
Time-frequency forecast of the equity premium 0 0 1 7 0 5 8 28
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 2 9 15 15
Total Journal Articles 1 2 11 109 16 57 108 722


Statistics updated 2026-04-09