Citation profile for Jose Faias

Jose Faias : Citation Profile

Universidade Católica Portuguesa

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Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   3 years (2017 - 2020). See details.
   Cites by year: 10
   Journals where Jose Faias has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (3.03 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa272
   Updated: 2024-04-18    RAS profile: 2022-04-21
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jose Faias.

Is cited by:

Raddatz, Claudio (2)

Schmukler, Sergio (2)

Williams, Tomas (2)

Jung, Kwangmin (1)

Barroso, Pedro (1)

Campa, Jose (1)

Jiang, Danling (1)

Campos, Rodolfo (1)

Eling, Martin (1)

Cites to:

Campbell, John (7)

Bekaert, Geert (6)

French, Kenneth (5)

Stulz, René (5)

Froot, Kenneth (3)

Hodrick, Robert (3)

Bollerslev, Tim (3)

Gennaioli, Nicola (2)

Hau, Harald (2)

Rey, Helene (2)

Shleifer, Andrei (2)

Main data

Where Jose Faias has published?

Recent works citing Jose Faias (2024 and 2023)

Year	Title of citing document
2023	D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options. (2023). Oosterlee, Cornelis W ; Andersson, Kristoffer. In: Papers. RePEc:arx:papers:2308.10556. Full description at Econpapers \|\| Download paper
2023	Systemic risk of optioned portfolio: Controllability and optimization. (2023). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001070. Full description at Econpapers \|\| Download paper
2023	The destabilizing effect of mutual fund herding: Evidence from China. (2023). Hu, YU ; He, Zhongzhi ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001278. Full description at Econpapers \|\| Download paper
2023	Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593. Full description at Econpapers \|\| Download paper
2023	An intelligent trading mechanism based on the group trading strategy portfolio to reduce massive loss by the grouping genetic algorithm. (2023). Lin, Jerry Chun-Wei ; Diaz, Vicente Garcia ; Chen, Yu-Hsuan. In: Electronic Commerce Research. RePEc:spr:elcore:v:23:y:2023:i:1:d:10.1007_s10660-021-09467-y. Full description at Econpapers \|\| Download paper
2023	Intelligent option portfolio model with perspective of shadow price and risk-free profit. (2023). Ma, Jieao ; Xu, Fengmin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00488-0. Full description at Econpapers \|\| Download paper

Works by Jose Faias:

Year	Title	Type	Cited
2017	Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis]	article	14
2020	The diffusion of complex securities: The case of CAT bonds In: Insurance: Mathematics and Economics. [Full Text][Citation analysis]	article	3
2017	Does institutional ownership matter for international stock return comovement? In: Journal of International Money and Finance. [Full Text][Citation analysis]	article	12
2018	OUT-OF-SAMPLE STOCK RETURN PREDICTION USING HIGHER-ORDER MOMENTS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis]	article	3