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 0 1 9 367
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility 0 0 0 76 0 0 8 321
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 1 25 0 0 15 31
Forecast combination in the frequency domain 0 1 2 30 0 1 23 51
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 1 8 114
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 1 1 6 144
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 2 5 14 145
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 0 1 23 155
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 0 1 52 169
Frequency-domain information for active portfolio management 0 0 0 37 0 0 8 83
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? 0 0 0 19 0 1 11 122
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 4 280 0 0 10 1,154
The Correlation Risk Premium: International Evidence 0 0 1 11 0 3 20 45
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices 0 0 0 41 0 0 11 249
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 1 14 171
Time-frequency forecast of the equity premium 0 0 0 62 0 0 11 110
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 0 14 0 2 14 33
Total Working Papers 0 1 9 961 3 18 257 3,464


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 2 12 133
Forecasting stock market returns by summing the frequency-decomposed parts 1 2 4 43 1 3 22 254
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? 0 0 1 2 0 1 4 51
The Correlation Risk Premium: International Evidence 0 0 1 8 1 3 29 50
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices 0 0 0 10 0 1 11 110
The yield curve and the stock market: Mind the long run 0 0 4 29 1 5 22 108
Time-frequency forecast of the equity premium 0 0 1 7 0 1 9 30
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 2 2 20 20
Total Journal Articles 1 2 11 112 7 18 129 756


Statistics updated 2026-08-07