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 1 1 1 1,729
Can machine learning help to select portfolios of mutual funds? 0 0 1 46 4 6 18 243
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 59 2 4 10 142
Comparing univariate and multivariate models to forecast portfolio value-at-risk 0 0 1 390 0 0 6 1,421
Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers 0 0 0 114 0 1 2 606
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 1 10 0 3 4 56
On the choice of covariance specifications for portfolio selection problems 0 0 0 9 0 0 2 52
Psychophysiological correlates of the disposition effect 0 0 0 33 3 3 9 71
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 2 4 6 136
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 30 0 3 7 44
The performance of socially responsible mutual funds: the role of fees and management companies 0 0 0 163 2 3 11 728
Total Working Papers 0 0 4 995 14 28 76 5,228
1 registered items for which data could not be found

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 5 26
Beating the market with small portfolios: Evidence from Brazil 0 0 0 7 2 4 11 49
Bond portfolio optimization using dynamic factor models 0 0 6 66 3 5 16 233
Can We Predict the Financial Markets Based on Google's Search Queries? 0 0 1 9 3 6 10 42
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 14 2 7 12 101
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk 0 0 0 52 2 7 9 280
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection 0 1 2 7 1 2 3 45
Covariance Prediction in Large Portfolio Allocation 0 0 1 11 2 3 6 71
Disentangling the role of variance and covariance information in portfolio selection problems 0 0 1 2 1 2 4 17
Dynamic factor multivariate GARCH model 0 0 1 28 1 4 8 90
Efeito disposição: propensão à venda de investidores individuais e institucionais 0 0 0 0 0 0 1 14
Evaluating Brazilian mutual funds with stochastic frontiers 0 1 1 31 0 2 6 124
Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches 0 0 0 32 1 4 4 112
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 1 8 1 3 8 56
Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors 0 0 2 2 1 1 18 18
Hedging against embarrassment 0 0 4 27 3 4 10 108
Machine learning and fund characteristics help to select mutual funds with positive alpha 3 8 11 32 17 31 60 121
Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals 0 0 0 7 4 5 8 25
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 1 1 3 31 2 6 12 114
Monetary policy surprises and jumps in interest rates: evidence from Brazil 0 0 0 7 0 0 0 27
On the choice of covariance specifications for portfolio selection problems 0 0 0 3 1 2 2 33
Optimal portfolios with minimum capital requirements 0 0 0 19 0 3 3 108
Overconfidence, turnover, and return: evidence from the Brazilian market 0 0 0 6 1 2 6 41
Paraconsistent and fuzzy logic applied to company profitability analysis 0 0 2 64 0 0 6 212
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 1 1 231 2 4 7 652
Predicting the yield curve using forecast combinations 0 1 3 27 2 3 10 94
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 1 9 1 1 2 47
Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market 0 1 1 8 0 1 3 41
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 0 4 1 3 3 114
Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics 0 0 3 4 0 3 11 21
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 16 3 3 4 59
The Out-of-Sample Performance of Robust Portfolio Optimization 0 0 0 6 2 6 11 64
The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies 0 0 4 67 1 4 14 301
The market reaction to changes in the Brazilian official interest rate 0 0 0 23 1 2 5 84
The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform 0 0 1 8 1 2 6 49
Validation of loss given default in the advanced IRB approach 0 0 0 20 0 1 2 105
What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market 0 0 0 5 1 1 3 43
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 1 2 4 15
Total Journal Articles 4 14 52 897 64 140 313 3,756

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Statistics updated 2026-01-09