Projects per year
Personal profile
Biography
Gonçalo Faria holds a Ph.D. from the University of Porto (2010). He is an Assistant Professor of Finance at the Universidade Católica Portuguesa, a Researcher at CEGE (Research Center in Management and Economics) and Associate Lecturer at the School of Economics and Finance, Queen Mary University of London. Was Associate Dean at the Universidade Católica Portuguesa, Católica Porto Business School between 2020 and 2023. His main areas of research are asset pricing and asset management, covering theoretical and empirical topics related with ambiguity, derivatives pricing, derivative trading strategies, forecasting of stock returns, volatility and correlation risks. His past research has been published in peer review journals (Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Markets, European Journal of Finance, Quantitative Finance, Annals of Finance e Review of Derivatives Research) and has been awarded with research grants from the IFSID and the Global Risk Institute, from BNP Paribas Hedge Fund Centre at SMU, from INQUIRE Europe and from Netspar at Tilburg University. Gonçalo consults for Asset Management companies, Multi-Family Offices and Private Equity Funds. In the past, was Managing Partner of a Hedge Fund, equity analyst and proprietary trader at Bank BPI and auditor at Arthur Andersen.
Education/Academic qualification
PhD
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Collaborations and top research areas from the last five years
Projects
- 1 Finished
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CEGE: Research Center in Management and Economics
Silva, M. (Full Professor), Sousa, R. (Full Professor), Alves, P. (Assistant Professor), Madsen, A. (Invited Assistant Professor), Lourenço, A. (Associate Professor), Carvalho, A. S. (Associate Professor), Andrade, A. (Assistant Professor), Silva, P. D. (Associate Professor), Vlačić, B. (Invited Assistant Professor), Martins, C. (Invited Assistant Professor), Gomes, C. (Auxiliary Researcher), Gevrek, Z. E. (Invited Assistant Professor), Oliveira, F. G. D. (Associate Professor), Faria, G. (Invited Associate Professor), Marreiros, H. (Scholarship holder), Pinho, J. (Invited Assistant Professor), Machado, J. (Associate Professor), Araújo, J. (Auxiliary Researcher), Pinto, J. (Assistant Professor), Rego, A. (Full Professor), Gaspar, J. M. (Auxiliary Researcher), Corbo, L. (Invited Assistant Professor), Costa, L. (Associate Professor), Fernandes, L. (Assistant Professor), Sottomayor, M. (Assistant Professor), Martins, N. (Full Professor), Hernández-Marrero, P. (Auxiliary Researcher), Gonçalves, R. (Associate Professor), Ribeiro, R. (PI), Coelho, S. L. (Assistant Teacher), Pereira, S. M. (Auxiliary Researcher), Silva, S. (Associate Professor), Rodrigues, V. (Associate Professor), Sotiros, D. G. (Auxiliary Researcher), Valverde, C. (Assistant Professor), Leitão, A. (Assistant Professor), Julião, J. (Assistant Professor), Tavares, M. (Assistant Professor), Lages, C. R. (Auxiliary Researcher), Elmashhara, M. G. (Auxiliary Researcher) & Teymourifar, A. (Auxiliary Researcher)
Fundação para a Ciência e a Tecnologia
1/01/20 → 31/12/25
Project: Research
Research output
- 9 Article
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The economic value of frequency-domain information
Faria, G. & Verona, F., Feb 2025, In: Journal of Portfolio Management. 51, 4, p. 128-143 16 p.Research output: Contribution to journal › Article › peer-review
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Unlocking predictive potential: the frequency-domain approach to equity premium forecasting
Faria, G. & Verona, F., Sept 2025, In: Journal of Empirical Finance. 83, 12 p., 101648.Research output: Contribution to journal › Article › peer-review
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The correlation risk premium: international evidence
Faria, G., Kosowski, R. & Wang, T., Mar 2022, In: Journal of Banking and Finance. 136, 14 p., 106399.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Citations (Scopus)138 Downloads -
Time-frequency forecast of the equity premium
Faria, G. & Verona, F., 2021, In: Quantitative Finance. 21, 12, p. 2119-2135 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile10 Citations (Scopus)50 Downloads -
The yield curve and the stock market: mind the long run
Faria, G. & Verona, F., Sept 2020, In: Journal of Financial Markets. 50, 18 p., 100508.Research output: Contribution to journal › Article › peer-review
22 Citations (Scopus)
Press/Media
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Investigadores na Primeira Pessoa
Sousa, R., Amado, J. N., Pais, S., Vasconcelos, M., Sobral, F., Queiroz, B. M., Alves, P., Oliveira, A. L., Soares, D., Faria, G., Freitas, P., Costa, P., Teixeira, P., Veríssimo, L., Carvalho, J., Silva, M. D. C., Festas, C., Gonçalves, R., Rodrigues, P., Cunha, C., Pinto, J., Botelho, C., Vieira, E., Pintado, M., Dias, P., Ribeiro, R. & Manaia, C.
23/02/22
1 item of Media coverage
Press/Media