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 4 10 367
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility 0 0 0 76 0 2 8 321
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 1 25 0 4 17 31
Forecast combination in the frequency domain 1 1 2 30 1 3 23 51
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 2 7 15 142
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 1 2 8 114
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 4 6 143
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 1 4 52 169
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 0 5 22 154
Frequency-domain information for active portfolio management 0 0 0 37 0 1 8 83
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? 0 0 0 19 1 4 11 122
Numerical solution of linear models in economics: The SP-DG model revisited 0 1 4 280 0 2 10 1,154
The Correlation Risk Premium: International Evidence 0 0 1 11 2 8 19 44
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices 0 0 0 41 0 2 11 249
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 3 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 1 4 14 32
Total Working Papers 1 2 9 961 10 61 260 3,456


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 10 131
Forecasting stock market returns by summing the frequency-decomposed parts 0 1 2 41 0 7 20 251
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? 0 0 1 2 1 3 4 51
The Correlation Risk Premium: International Evidence 0 0 1 8 1 8 27 48
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices 0 0 0 10 0 2 10 109
The yield curve and the stock market: Mind the long run 0 1 5 29 3 9 22 106
Time-frequency forecast of the equity premium 0 0 1 7 1 2 9 30
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 0 5 18 18
Total Journal Articles 0 2 10 110 6 38 120 744


Statistics updated 2026-06-04