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 0 63 0 1 3 358
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility 0 0 0 76 2 2 2 315
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 1 1 25 25 3 5 19 19
Forecast combination in the frequency domain 0 0 1 28 1 1 5 29
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 1 3 138
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 0 3 106
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 4 4 131
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 1 47 0 0 3 117
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 0 0 2 132
Frequency-domain information for active portfolio management 0 0 0 37 1 1 2 76
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? 0 0 0 19 0 0 2 111
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 1 276 0 0 2 1,144
The Correlation Risk Premium: International Evidence 0 0 3 10 2 2 9 27
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices 0 0 0 41 0 0 0 238
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 2 3 157
Time-frequency forecast of the equity premium 0 0 1 62 1 1 7 100
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 14 14 1 2 20 20
Total Working Papers 1 1 46 953 11 22 89 3,218


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 0 5 121
Forecasting stock market returns by summing the frequency-decomposed parts 1 1 3 40 2 3 9 234
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? 0 0 0 1 0 0 2 47
The Correlation Risk Premium: International Evidence 0 0 2 7 0 0 5 21
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices 0 0 0 10 0 0 3 99
The yield curve and the stock market: Mind the long run 1 2 8 26 1 3 12 87
Time-frequency forecast of the equity premium 1 1 2 7 1 1 3 22
Total Journal Articles 3 4 15 104 4 7 39 631


Statistics updated 2025-09-05