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 63 0 0 2 355
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility 0 0 0 76 0 0 0 313
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 1 54 1 3 9 126
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 1 81 0 0 1 135
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 46 0 0 2 113
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 0 0 2 130
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? 0 1 1 19 0 1 2 109
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 5 275 0 0 8 1,140
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices 0 0 0 41 0 0 2 237
Total Working Papers 0 1 9 703 1 4 28 2,658


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 1 116
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? 0 0 0 0 0 0 0 44
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices 0 0 0 10 0 0 2 96
Total Journal Articles 0 0 0 23 0 0 3 256


Statistics updated 2024-07-03