Access Statistics for André 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 3 18 1,746
Can machine learning help to select portfolios of mutual funds? 0 0 0 46 0 2 22 259
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 0 59 0 1 17 155
Comparing univariate and multivariate models to forecast portfolio value-at-risk 0 0 0 390 4 5 22 1,443
Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers 0 0 1 115 1 2 7 612
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 0 10 0 2 20 73
On the choice of covariance specifications for portfolio selection problems 0 0 0 9 1 6 17 69
Psychophysiological correlates of the disposition effect 1 1 1 34 4 5 68 136
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 0 3 21 153
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 30 0 2 15 56
The performance of socially responsible mutual funds: the role of fees and management companies 0 1 1 164 1 4 22 747
Variable selection for minimum-variance portfolios 0 0 1 16 1 3 17 25
Total Working Papers 1 2 4 1,014 13 38 266 5,474
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 0 6 31
Beating the market with small portfolios: Evidence from Brazil 0 0 0 7 1 2 17 62
Bond portfolio optimization using dynamic factor models 2 4 9 75 3 8 27 255
Can We Predict the Financial Markets Based on Google's Search Queries? 0 0 0 9 0 1 14 50
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 15 0 0 14 108
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk 0 1 2 54 0 3 21 294
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection 0 1 2 8 0 2 21 64
Covariance Prediction in Large Portfolio Allocation 0 0 0 11 0 0 16 84
Disentangling the role of variance and covariance information in portfolio selection problems 0 0 0 2 0 0 8 23
Dynamic factor multivariate GARCH model 0 0 1 29 0 0 17 103
Efeito disposição: propensão à venda de investidores individuais e institucionais 0 0 0 0 0 0 4 18
Evaluating Brazilian mutual funds with stochastic frontiers 0 0 1 31 1 2 11 133
Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches 0 0 0 32 1 1 10 118
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 8 0 1 15 68
Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors 0 1 2 4 1 4 15 32
Hedging against embarrassment 0 0 0 27 0 0 7 111
Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach 0 1 2 2 0 3 19 19
Machine learning and fund characteristics help to select mutual funds with positive alpha 4 4 19 43 10 18 106 196
Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals 0 0 0 7 1 3 25 45
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 1 2 32 0 2 24 132
Monetary policy surprises and jumps in interest rates: evidence from Brazil 0 0 0 7 0 1 10 37
On the choice of covariance specifications for portfolio selection problems 0 0 0 3 0 1 14 45
Optimal portfolios with minimum capital requirements 0 0 0 19 1 1 20 125
Overconfidence, turnover, and return: evidence from the Brazilian market 0 0 1 7 0 1 10 49
Paraconsistent and fuzzy logic applied to company profitability analysis 0 0 0 64 0 1 30 242
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 3 233 0 2 28 676
Predicting the yield curve using forecast combinations 0 2 3 29 0 3 13 104
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 0 9 0 1 5 51
Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market 0 1 2 9 0 2 11 51
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 2 6 0 1 17 128
Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics 0 1 1 5 0 3 18 36
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 16 0 0 10 66
The Out-of-Sample Performance of Robust Portfolio Optimization 0 0 0 6 0 0 20 78
The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies 0 0 0 67 0 5 22 319
The market reaction to changes in the Brazilian official interest rate 0 0 0 23 0 2 10 92
The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform 0 0 0 8 0 0 4 51
Validation of loss given default in the advanced IRB approach 0 0 0 20 0 3 10 114
What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market 0 0 0 5 0 0 7 49
Yield curve forecast combinations based on bond portfolio performance 0 0 0 2 0 0 7 20
Total Journal Articles 6 17 53 936 19 77 663 4,279

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Statistics updated 2026-10-11