Predicting the Equity Risk Premium Using the Smooth Cross-Sectional Tail Risk: The Importance of Correlation 29.14
José Afonso Faias
Journal Of Financial Markets, vol. 63, 2023, p. .

The Diffusion of Complex Securities: The Case of CAT Bonds 11.75
José Afonso Faias, José Guedes
Insurance: Mathematics and Economics, vol. 90, 2020, p. 46-57.

Out-of-Sample Stock Return Prediction Using Higher-Order Moments 8.46
José Afonso Faias, Tiago Castel-Branco
International Journal Of Theoretical And Applied Finance, vol. 21, 2018, p. 1-27.

Does Institutional Ownership Matter for International Stock Return Comovement? 16.93
José Afonso Faias, Miguel Almeida Ferreira
Journal of International Money and Finance, vol. 78, 2017, p. 64-83.

Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing 21.34
José Afonso Faias, Pedro Santa Clara
Journal of Financial and Quantitative Analysis, vol. 52, 2017, p. 277-303.