José Afonso de Carvalho Tavares Faias
AuthID: R-000-JTW
1
TITLE: Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation Full Text
AUTHORS: Faias, Jose Afonso;
PUBLISHED: 2023, SOURCE: JOURNAL OF FINANCIAL MARKETS, VOLUME: 63
AUTHORS: Faias, Jose Afonso;
PUBLISHED: 2023, SOURCE: JOURNAL OF FINANCIAL MARKETS, VOLUME: 63
INDEXED IN: 
WOS
WOS2
TITLE: Equity Risk Premium Predictability from Cross-Sectoral Downturns
AUTHORS: Faias, Jose Afonso; Zambrano, Juan Arismendi;
PUBLISHED: 2022, SOURCE: REVIEW OF ASSET PRICING STUDIES, VOLUME: 12, ISSUE: 3
AUTHORS: Faias, Jose Afonso; Zambrano, Juan Arismendi;
PUBLISHED: 2022, SOURCE: REVIEW OF ASSET PRICING STUDIES, VOLUME: 12, ISSUE: 3
INDEXED IN: 
Scopus WOS
Scopus WOS3
TITLE: The diffusion of complex securities: The case of CAT bonds
AUTHORS: Faias, JA; Guedes, J;
PUBLISHED: 2020, SOURCE: INSURANCE MATHEMATICS & ECONOMICS, VOLUME: 90
AUTHORS: Faias, JA; Guedes, J;
PUBLISHED: 2020, SOURCE: INSURANCE MATHEMATICS & ECONOMICS, VOLUME: 90
4
TITLE: OUT-OF-SAMPLE STOCK RETURN PREDICTION USING HIGHER-ORDER MOMENTS
AUTHORS: Faias, JA; Castel Branco, T;
PUBLISHED: 2018, SOURCE: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, VOLUME: 21, ISSUE: 6
AUTHORS: Faias, JA; Castel Branco, T;
PUBLISHED: 2018, SOURCE: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, VOLUME: 21, ISSUE: 6
5
TITLE: Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
AUTHORS: Faias, JA; Santa Clara, P;
PUBLISHED: 2017, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 52, ISSUE: 1
AUTHORS: Faias, JA; Santa Clara, P;
PUBLISHED: 2017, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 52, ISSUE: 1
6
TITLE: Does institutional ownership matter for international stock return comovement?
AUTHORS: Faias, JA; Ferreira, MA;
PUBLISHED: 2017, SOURCE: JOURNAL OF INTERNATIONAL MONEY AND FINANCE, VOLUME: 78
AUTHORS: Faias, JA; Ferreira, MA;
PUBLISHED: 2017, SOURCE: JOURNAL OF INTERNATIONAL MONEY AND FINANCE, VOLUME: 78
7
TITLE: Optimal Option Portfolio Strategies
AUTHORS: José Faias; Pedro Santa-Clara;
PUBLISHED: 2012, SOURCE: SSRN Electronic Journal - SSRN Journal
AUTHORS: José Faias; Pedro Santa-Clara;
PUBLISHED: 2012, SOURCE: SSRN Electronic Journal - SSRN Journal
INDEXED IN: 
CrossRef
CrossRef8
TITLE: Does Institutional Ownership Matter for International Stock Return Comovement?
AUTHORS: José Faias; Miguel A Ferreira; Pedro Santa-Clara; Pedro P Matos;
PUBLISHED: 2012, SOURCE: SSRN Electronic Journal - SSRN Journal
AUTHORS: José Faias; Miguel A Ferreira; Pedro Santa-Clara; Pedro P Matos;
PUBLISHED: 2012, SOURCE: SSRN Electronic Journal - SSRN Journal
INDEXED IN: CrossRef
CrossRef9
TITLE: Mind the Tails
AUTHORS: José Faias; Duarte Alves Ribeiro;
PUBLISHED: 2012, SOURCE: SSRN Electronic Journal - SSRN Journal
AUTHORS: José Faias; Duarte Alves Ribeiro;
PUBLISHED: 2012, SOURCE: SSRN Electronic Journal - SSRN Journal
INDEXED IN: CrossRef
CrossRef