Jose Afonso Faias : Citation Profile

Universidade Católica Portuguesa

3

H index

2

i10 index

40

Citations

RESEARCH PRODUCTION:

7

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 5
   Journals where Jose Afonso Faias has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (4.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa272
   Updated: 2025-12-20    RAS profile: 2025-12-10    
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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 Afonso Faias.

Is cited by:

Raddatz, Claudio (2)

Guidolin, Massimo (2)

Williams, Tomas (2)

Schmukler, Sergio (2)

Eling, Martin (1)

Jiang, Danling (1)

Barroso, Pedro (1)

Bermejo, Vicente J. (1)

Campos, Rodolfo (1)

Bianchetti, Marco (1)

Jung, Kwangmin (1)

Cites to:

Campbell, John (18)

Bekaert, Geert (8)

French, Kenneth (7)

Bollerslev, Tim (7)

Stulz, René (6)

Zhou, Guofu (5)

Hodrick, Robert (5)

Ang, Andrew (5)

West, Kenneth (5)

Lettau, Martin (4)

Ferreira, Miguel (4)

Main data

Where Jose Afonso Faias has published?

Recent works citing Jose Afonso Faias (2025 and 2024)

YearTitle of citing document
2024Portfolio optimisation with options. (2024). Huckle, Thomas ; Chan, Jonathan Raimana ; Jacquier, Antoine ; Muguruza, Aitor. In: Papers. RePEc:arx:papers:2111.12658.

Full description at Econpapers || Download paper

2025Risk-aware Trading Portfolio Optimization. (2025). de Francisci, Gianmarco ; D'Acunto, Gabriele ; Kuroki, Yuko ; Vitale, Fabio ; Scaringi, Marco ; Bianchetti, Marco. In: Papers. RePEc:arx:papers:2503.04662.

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2024Who should buy structured investment products and why?. (2024). Guidolin, Massimo ; Pedio, Manuela ; Leonetti, Giacomo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24222.

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2024Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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2025A policy-driven preferred habitat in the Turkish Government bond market. (2025). Demir, Alper Tunga ; Zbekler, Ali Gencay ; Elebi, Ali Zzeddin. In: Economics Letters. RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005494.

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2025Accountability and referent Selection: Evidence from Chinese mutual funds. (2025). Yang, Zian. In: Journal of Business Research. RePEc:eee:jbrese:v:194:y:2025:i:c:s0148296325001912.

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2024The ILS loss experience: natural catastrophe issues 2001–2020. (2024). Lane, Morton. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:49:y:2024:i:1:d:10.1057_s41288-022-00275-5.

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2025Alternatives to classical option pricing. (2025). Lindquist, Brent W ; Rachev, Svetlozar T. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06213-z.

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2025Cross‐Sectoral Crash Risk and Expected Commodity Futures Returns. (2025). Jiang, Ying ; Liu, Xiaoquan ; Lu, Zhenyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1636-1664.

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2025Understanding the Factors Driving the Demand of Structured Investment Products. (2025). Guidolin, Massimo ; Pedio, Manuela ; Leonetti, Giacomo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1154-1181.

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Works by Jose Afonso Faias:

YearTitleTypeCited
2017Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article17
2023Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
2020The diffusion of complex securities: The case of CAT bonds In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article4
2017Does institutional ownership matter for international stock return comovement? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article15
2022Equity Risk Premium Predictability from Cross-Sectoral Downturns In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article1
2024Price elasticity of demand and risk-bearing capacity in sovereign bond auctions In: The Review of Financial Studies.
[Full Text][Citation analysis]		article1
2023Price elasticity of demand and risk-bearing capacity in sovereign bond auctions.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2018OUT-OF-SAMPLE STOCK RETURN PREDICTION USING HIGHER-ORDER MOMENTS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article2

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