Andrei S. Gonçalves
Economics, Econometrics and Finance · The Ohio State University
Publications
37
Citations
572
Est. group size
—
Recurring co-author estimate
Active years
16
Publishing since 2011
Andrei S. Gonçalves studies asset pricing and financial markets, focusing on how investors form expectations about risk and returns, how illiquid assets (like real estate funds) are valued, and how factors like time horizon and payouts affect asset prices. His work often examines institutional investors' beliefs and behavior, and uses these insights to build and test models of how financial markets price risk over time.
Publication output has been relatively steady but modest over the past decade, with periodic dips (e.g., 2018, 2022-2023) and a slight uptick in 2024, averaging just over two publications per year in the last five years.
Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026
- Subjective Beliefs and the Portfolio Allocations of Institutional Investors
SSRN Electronic Journal · 2026
- Out-of-Sample Alphas Post-Publication
SSRN Electronic Journal · 2025
- A First Look at the Historical Performance of the New NAV REITs
The Journal of Real Estate Finance and Economics · 2025
- Unsmoothing Returns of Illiquid Funds
Review of Financial Studies · 2024
- An Intertemporal Risk Factor Model
Management Science · 2024
- Institutional Investors' Subjective Risk Premia: Time Variation and Disagreement
SSRN Electronic Journal · 2024
- A First Look at the Historical Performance of the New NAV REITs
SSRN Electronic Journal · 2024
- The Subjective Risk and Return Expectations of Institutional Investors
SSRN Electronic Journal · 2023
- Payout-Based Asset Pricing
SSRN Electronic Journal · 2023
- The fundamental-to-market ratio and the value premium decline
Journal of Financial Economics · 2022
- Reinvestment Risk and the Equity Term Structure
The Journal of Finance · 2021
- The short duration premium
Journal of Financial Economics · 2021
- Unsmoothing Returns of Illiquid Funds
SSRN Electronic Journal · 2020
- The Fundamental-to-Market Ratio and the Value Premium Decline
SSRN Electronic Journal · 2020
- The Bond, Equity, and Real Estate Term Structures
SSRN Electronic Journal · 2020
- SSRN Electronic Journal×19
- Review of Financial Studies×3
- National Bureau of Economic Research×3
- Journal of Financial Economics×2
- RePEc: Research Papers in Economics×2
- Kewei Hou
Economics, Econometrics and Finance · The Ohio State University
- Arun J. Prakash
Economics, Econometrics and Finance · Purdue University West Lafayette
- Jules van Binsbergen
Economics, Econometrics and Finance · Indiana University
- Jordan Martel
Economics, Econometrics and Finance · Indiana University
- Michael Dempsey
Economics, Econometrics and Finance · Indiana University
This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.
Last updated Jul 19, 2026.
Claim or correct this profile