معرفی
Gonçalo Faria is Associate Professor at Católica Porto Business School and researcher at the Research Center in Management and Economics (CEGE). His research examines financial economics with focus on time series forecasting, market volatility, and yield curve dynamics.
Research expertise includes:
- Frequency-domain analysis of financial markets
- Equity premium forecasting methodologies
- International correlation risk premiums
- Long-run relationships between yield curves and equity markets
Publications consistently develop innovative forecasting techniques using frequency decomposition to predict equity premiums and model market volatility. His work contributes to understanding how time-frequency information impacts portfolio optimization.
Current projects through CEGE investigate pricing strategies and consumer behavior across industries. He serves on editorial boards for finance journals and reviews for leading economics publications.
