Concepedia

Gonçalo Faria

GF

Statistics

Publications

9

Citations

204

H-Index

9

Active since

2009

Affiliations

Universidade de Vigo(Current)

Universidade do Porto

Universidade Católica Portuguesa

Bank of Finland

Gonçalo Faria is an author at Universidade de Vigo specializing in business, finance, and financial economics.

ORCID

Publications per year

2009–2020

9

Publications

9

Forecasting stock market returns by summing the frequency-decomposed parts

Gonçalo Faria, Fabio Verona · Journal of Empirical Finance · 2017 · 62 citations

, , +14

A closed-form solution for options with ambiguity about stochastic volatility

Gonçalo Faria, João Correia‐da‐Silva · Review of Derivatives Research · 2014 · 31 citations · Full text

, , +14

The yield curve and the stock market: Mind the long run

Gonçalo Faria, Fabio Verona · Journal of Financial Markets · 2019 · 25 citations · Full text

, , +14

Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility

Gonçalo Faria, Claúdia Ribeiro, João Correia-da-Silva · RePEc: Research Papers in Economics · 2009 · 23 citations · Full text

, , +17

Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?

Gonçalo Faria · European Journal of Finance · 2014 · 16 citations · Full text

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