3
H index
2
i10 index
31
Citations
Jose Afonso Faias : Citation Profile
Universidade Católica Portuguesa | RESEARCH PRODUCTION: 6 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2017 - 2023). 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:
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Main data
Where Jose Afonso Faias has published?
Recent works citing Jose Afonso Faias (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Portfolio optimisation with options. (2021). Muguruza, Aitor ; Jacquier, Antoine ; Huckle, Thomas ; Chan, Jonathan Raimana. In: Papers. RePEc:arx:papers:2111.12658. Full description at Econpapers || Download paper |
| 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 |
| 2024 | Who should buy structured investment products and why?. (2024). Pedio, Manuela ; Leonetti, Giacomo ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24222. 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 | 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 Afonso 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 |
| 2023 | Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2022 | Equity Risk Premium Predictability from Cross-Sectoral Downturns In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 |
| 2023 | Price elasticity of demand and risk-bearing capacity in sovereign bond auctions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team