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 2 357
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility 0 0 0 76 0 0 0 313
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 24 24 0 0 14 14
Forecast combination in the frequency domain 1 1 1 28 1 1 4 28
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 0 2 137
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 0 2 127
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 3 3 3 106
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 1 47 0 1 4 117
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 0 0 2 75
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? 0 0 0 19 1 2 2 111
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 1 276 0 0 4 1,144
The Correlation Risk Premium: International Evidence 1 2 3 10 2 6 8 25
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices 0 0 0 41 0 0 1 238
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 0 2 155
Time-frequency forecast of the equity premium 0 0 1 62 0 1 7 99
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 14 14 0 1 18 18
Total Working Papers 2 3 45 952 7 16 77 3,196


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 1 3 5 121
Forecasting stock market returns by summing the frequency-decomposed parts 0 1 2 39 0 2 9 231
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? 0 0 1 1 1 1 3 47
The Correlation Risk Premium: International Evidence 1 2 2 7 1 3 6 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 0 0 6 24 1 1 11 84
Time-frequency forecast of the equity premium 0 0 1 6 1 1 3 21
Total Journal Articles 1 3 12 100 5 11 40 624


Statistics updated 2025-06-06