Access Statistics for Andre Alves Portela Santos

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Pound and Euro the Same Currency? 0 0 0 126 0 0 1 1,728
Can Machine Learning Help to Select Portfolios of Mutual Funds? 0 1 2 32 3 4 17 84
Can machine learning help to select portfolios of mutual funds? 0 0 3 46 2 3 18 232
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 1 1 59 0 1 5 135
Comparing univariate and multivariate models to forecast portfolio value-at-risk 0 0 1 390 2 3 9 1,420
Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers 0 0 0 114 0 0 0 604
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 1 1 10 0 1 1 53
On the choice of covariance specifications for portfolio selection problems 0 0 0 9 0 1 1 51
Psychophysiological correlates of the disposition effect 0 0 0 33 0 0 7 68
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 1 15 0 0 2 131
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 30 0 0 2 39
The performance of socially responsible mutual funds: the role of fees and management companies 0 0 0 163 0 1 3 718
Total Working Papers 0 3 9 1,027 7 14 66 5,263

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of minimum tracking error portfolios 0 0 0 2 1 3 4 25
Beating the market with small portfolios: Evidence from Brazil 0 0 0 7 4 4 4 42
Bond portfolio optimization using dynamic factor models 0 0 6 62 0 2 15 222
Can We Predict the Financial Markets Based on Google's Search Queries? 0 0 4 9 0 1 5 34
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 1 1 14 1 3 5 93
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk 0 0 0 52 0 2 3 273
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection 0 0 0 5 0 0 2 42
Covariance Prediction in Large Portfolio Allocation 0 1 1 11 0 1 1 66
Disentangling the role of variance and covariance information in portfolio selection problems 0 1 1 2 0 1 2 15
Dynamic factor multivariate GARCH model 0 0 1 27 0 1 7 84
Efeito disposição: propensão à venda de investidores individuais e institucionais 0 0 0 0 0 0 0 13
Evaluating Brazilian mutual funds with stochastic frontiers 0 0 1 30 0 0 1 118
Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches 0 0 3 32 0 0 4 108
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 1 1 8 0 3 5 52
Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors 0 1 2 2 0 4 14 14
Hedging against embarrassment 2 3 4 27 2 4 8 103
Machine learning and fund characteristics help to select mutual funds with positive alpha 1 1 14 22 7 9 50 74
Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals 0 0 1 7 0 1 5 19
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 1 2 29 0 2 4 104
Monetary policy surprises and jumps in interest rates: evidence from Brazil 0 0 1 7 0 0 2 27
On the choice of covariance specifications for portfolio selection problems 0 0 0 3 0 0 0 31
Optimal portfolios with minimum capital requirements 0 0 0 19 0 0 0 105
Overconfidence, turnover, and return: evidence from the Brazilian market 0 0 0 6 1 1 2 37
Paraconsistent and fuzzy logic applied to company profitability analysis 0 0 3 64 0 1 5 209
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 2 230 1 3 7 648
Predicting the yield curve using forecast combinations 0 0 1 24 2 4 6 88
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 0 8 0 0 1 45
Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market 0 0 1 7 1 1 2 39
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 0 4 0 0 0 111
Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics 0 1 2 3 1 3 8 15
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 16 0 1 2 56
The Out-of-Sample Performance of Robust Portfolio Optimization 0 0 1 6 0 2 5 56
The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies 0 1 4 66 0 1 8 290
The market reaction to changes in the Brazilian official interest rate 0 0 0 23 0 1 2 81
The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform 0 0 0 7 0 0 1 44
Validation of loss given default in the advanced IRB approach 0 0 1 20 0 0 1 103
What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market 0 0 0 5 0 0 0 40
Yield curve forecast combinations based on bond portfolio performance 0 0 0 1 0 0 0 11
Total Journal Articles 3 12 58 867 21 59 191 3,537

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Statistics updated 2025-06-06