Concepedia
Statistics
Publications
8
Citations
193
H-Index
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 asset pricing, business, and finance.
Top concepts
BusinessAsset PricingFinanceEconomicsManagementStatisticsEngineeringFinancial EconomicsMultivariate Stochastic VolatilityForecasting
Publications per year
2009–2020
Forecasting stock market returns by summing the frequency-decomposed parts
Gonçalo Faria, Fabio Verona · Journal of Empirical Finance · 2017 · 62 citations
Engineering, Asset Pricing, Frequency-decomposed Parts +6
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
Option Pricing, Multivariate Stochastic Volatility, Engineering +9
The yield curve and the stock market: Mind the long run
Gonçalo Faria, Fabio Verona · Journal of Financial Markets · 2019 · 25 citations
Empirical Finance, Economics, Term Structure Model +9
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
Asset Allocation, Portfolio Management, Portfolio Choice +17
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
Gonçalo Faria · European Journal of Finance · 2014 · 15 citations · Full text
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