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 1 1 4 62 2 6 16 308
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility 1 1 2 76 1 2 8 312
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 2 50 0 1 16 82
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 1 80 0 2 11 56
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 1 44 3 5 17 73
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 1 45 0 7 11 64
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? 0 0 0 18 0 2 6 98
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 4 261 3 5 21 1,110
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices 0 0 1 40 0 1 4 212
Total Working Papers 2 2 16 676 9 31 110 2,315


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 3 12 0 4 17 80
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? 0 0 0 0 0 2 4 29
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices 0 0 0 7 0 1 9 70
Total Journal Articles 0 0 3 19 0 7 30 179


Statistics updated 2021-01-03