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 1 1 1,728
Can Machine Learning Help to Select Portfolios of Mutual Funds? 0 0 1 31 0 1 16 80
Can machine learning help to select portfolios of mutual funds? 0 1 4 46 0 4 18 229
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 58 1 3 5 134
Comparing univariate and multivariate models to forecast portfolio value-at-risk 0 1 2 390 0 3 9 1,417
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 0 0 9 0 0 0 52
On the choice of covariance specifications for portfolio selection problems 0 0 0 9 0 0 0 50
Psychophysiological correlates of the disposition effect 0 0 0 33 1 6 8 68
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 1 15 0 1 2 131
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 30 2 2 2 39
The performance of socially responsible mutual funds: the role of fees and management companies 0 0 0 163 0 0 3 717
Total Working Papers 0 2 9 1,024 4 21 64 5,249

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 0 1 1 22
Beating the market with small portfolios: Evidence from Brazil 0 0 0 7 0 0 0 38
Bond portfolio optimization using dynamic factor models 2 2 8 62 3 4 18 220
Can We Predict the Financial Markets Based on Google's Search Queries? 0 2 4 9 0 2 4 33
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 0 13 1 2 2 90
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk 0 0 0 52 0 0 1 271
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection 0 0 0 5 0 0 5 42
Covariance Prediction in Large Portfolio Allocation 0 0 0 10 0 0 1 65
Disentangling the role of variance and covariance information in portfolio selection problems 0 0 0 1 1 1 1 14
Dynamic factor multivariate GARCH model 0 0 2 27 1 2 8 83
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 1 2 30 0 1 2 118
Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches 0 1 3 32 0 1 4 108
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 7 0 1 2 49
Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors 1 1 1 1 10 10 10 10
Hedging against embarrassment 1 1 1 24 1 1 6 99
Machine learning and fund characteristics help to select mutual funds with positive alpha 0 1 16 21 2 10 48 65
Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals 0 0 1 7 1 1 7 18
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 0 1 28 0 0 2 102
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 1 36
Paraconsistent and fuzzy logic applied to company profitability analysis 1 2 4 64 1 2 6 208
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 2 230 0 0 4 645
Predicting the yield curve using forecast combinations 0 0 1 24 0 1 2 84
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 0 8 0 1 1 45
Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market 0 0 1 7 0 0 2 38
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 2 0 2 8 12
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 16 0 0 1 55
The Out-of-Sample Performance of Robust Portfolio Optimization 0 0 1 6 0 1 4 54
The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies 0 2 4 65 0 2 15 289
The market reaction to changes in the Brazilian official interest rate 0 0 0 23 0 1 1 80
The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform 0 0 0 7 1 1 1 44
Validation of loss given default in the advanced IRB approach 0 1 1 20 0 1 2 103
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 5 15 56 855 23 50 172 3,478

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Statistics updated 2025-03-03