Awards, Fellowships and Grants:
2021: Nominated for the Teacher of the Year Award at Queen Mary University of London
2019: Nominated for the Academic Support Award and the Teacher of the Year Award at Queen Mary University of London
2016: INQUIRE Europe/UK Joint Spring Seminar 2016 prize for best paper and presentation
2014: IFSID and the Global Risk Institute
2013: INQUIRE Europe Research Grant
2013: BNP Paribas Hedge Fund Centre at SMU Grant
2013: Netspar Research Grant
2011 - 2013: Post-Doctoral Fellowship from FCT
2006 - 2009: Doctoral Fellowship from FCT
Research Interests:
My research interests include asset management, asset pricing, forecasting of stock returns, portfolio optimization under uncertainty, risk management.
I am particularly interested in ambiguity, derivatives pricing, derivative trading strategies, forecasting of stock returns, hedge funds, volatility and correlation topics.
Current Research:
Faria, G. and F. Verona: "Forecast combination in the frequency domain".
Faria, G. and R. Kosowski: “The Correlation Risk Premium Term Structure”. Awarded INQUIRE Europe/UK Joint Spring Seminar 2016 prize for best paper and presentation. Awarded with Inquire Europe Research Grant (2013), BNP Paribas Hedge Fund Centre at SMU Grant (2013) and the Netspar Research Grant (2013)
Past Research:
Faria, G., J. Correia-da-Silva and C. Ribeiro: 2009, “Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility”, FEP Working Papers 348
T. Andrade, G. Faria, V. Leite, F. Verona, M. Viegas, O. Afonso and P.B. Vasconcelos: 2007, “Numerical solution of linear models in economics: The SP-DG model revisited", FEP Working Papers 249