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 1 1 64 0 3 7 363
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility 0 0 0 76 0 4 6 319
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 1 25 0 4 13 27
Forecast combination in the frequency domain 0 1 2 29 8 16 21 48
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 1 2 139
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 6 9 112
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 3 8 135
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 2 16 17 149
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 1 43 49 165
Frequency-domain information for active portfolio management 0 0 0 37 0 2 7 82
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? 0 0 0 19 1 6 9 118
Numerical solution of linear models in economics: The SP-DG model revisited 0 1 3 279 1 5 8 1,152
The Correlation Risk Premium: International Evidence 0 0 3 11 1 6 17 36
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices 0 0 0 41 1 8 9 247
The equity risk premium and the low frequency of the term spread 0 0 0 44 2 8 12 167
Time-frequency forecast of the equity premium 0 0 0 62 0 4 10 108
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 0 14 2 5 11 28
Total Working Papers 0 3 10 959 19 140 215 3,395


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 7 11 129
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 2 40 3 8 15 244
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? 0 1 1 2 0 1 2 48
The Correlation Risk Premium: International Evidence 0 0 3 8 7 16 22 40
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices 0 0 0 10 0 6 8 107
The yield curve and the stock market: Mind the long run 1 2 4 28 2 6 14 97
Time-frequency forecast of the equity premium 0 0 1 7 2 5 8 28
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 2 11 13 13
Total Journal Articles 1 3 11 108 16 60 93 706


Statistics updated 2026-03-04