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 1 10 368
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility 0 0 0 76 0 1 7 322
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 0 25 0 0 11 31
Forecast combination in the frequency domain 0 0 2 30 0 1 21 52
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 0 8 114
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 1 4 16 147
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 1 2 7 145
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 1 4 27 159
Forecasting the equity risk premium with frequency-decomposed predictors 1 1 1 48 1 1 53 170
Frequency-domain information for active portfolio management 0 0 0 37 0 0 7 83
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? 0 0 0 19 1 1 12 123
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 3 280 0 0 9 1,154
The Correlation Risk Premium: International Evidence 0 0 0 11 1 2 19 47
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 0 14 171
Time-frequency forecast of the equity premium 0 0 0 62 0 0 9 110
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 0 14 0 0 13 33
Total Working Papers 1 1 7 962 7 17 254 3,478


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 12 133
Forecasting stock market returns by summing the frequency-decomposed parts 0 1 3 43 3 5 24 258
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? 0 0 1 2 0 0 4 51
The Correlation Risk Premium: International Evidence 0 0 1 8 0 3 30 52
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices 0 0 0 10 1 3 14 113
The yield curve and the stock market: Mind the long run 0 1 4 30 1 3 21 110
Time-frequency forecast of the equity premium 0 0 0 7 1 1 9 31
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 0 3 21 21
Total Journal Articles 0 2 9 113 6 20 135 769


Statistics updated 2026-10-11