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 2 3 9 366
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility 0 0 0 76 2 2 8 321
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 1 25 1 4 17 31
Forecast combination in the frequency domain 0 0 2 29 0 10 23 50
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 1 10 113
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 2 4 6 143
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 5 5 13 140
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 3 7 22 154
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 2 4 51 168
Frequency-domain information for active portfolio management 0 0 0 37 1 1 8 83
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? 0 0 0 19 3 4 11 121
Numerical solution of linear models in economics: The SP-DG model revisited 1 1 4 280 2 3 10 1,154
The Correlation Risk Premium: International Evidence 0 0 2 11 4 7 19 42
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices 0 0 0 41 1 3 11 249
The equity risk premium and the low frequency of the term spread 0 0 0 44 2 5 15 170
Time-frequency forecast of the equity premium 0 0 0 62 0 2 11 110
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 0 14 2 5 13 31
Total Working Papers 1 1 10 960 32 70 257 3,446


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 0 2 11 131
Forecasting stock market returns by summing the frequency-decomposed parts 0 1 2 41 3 10 20 251
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? 0 0 1 2 1 2 4 50
The Correlation Risk Premium: International Evidence 0 0 2 8 4 14 27 47
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices 0 0 0 10 1 2 10 109
The yield curve and the stock market: Mind the long run 1 2 5 29 3 8 20 103
Time-frequency forecast of the equity premium 0 0 1 7 1 3 9 29
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 3 7 18 18
Total Journal Articles 1 3 11 110 16 48 119 738


Statistics updated 2026-05-06