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 0 2 46 3 5 18 237
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 59 0 2 8 138
Comparing univariate and multivariate models to forecast portfolio value-at-risk 0 0 1 390 0 1 7 1,421
Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers 0 0 0 114 0 1 1 605
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 1 10 0 0 1 53
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 0 0 7 68
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 1 15 0 1 3 132
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 30 1 1 4 41
The performance of socially responsible mutual funds: the role of fees and management companies 0 0 0 163 4 7 8 725
Total Working Papers 0 0 6 995 8 18 60 5,200
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 4 25
Beating the market with small portfolios: Evidence from Brazil 0 0 0 7 0 1 7 45
Bond portfolio optimization using dynamic factor models 1 2 8 66 2 4 17 228
Can We Predict the Financial Markets Based on Google's Search Queries? 0 0 3 9 0 1 6 36
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 14 1 1 6 94
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk 0 0 0 52 0 0 3 273
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection 1 1 1 6 1 1 1 43
Covariance Prediction in Large Portfolio Allocation 0 0 1 11 0 1 3 68
Disentangling the role of variance and covariance information in portfolio selection problems 0 0 1 2 0 0 2 15
Dynamic factor multivariate GARCH model 0 0 1 28 0 1 6 86
Efeito disposição: propensão à venda de investidores individuais e institucionais 0 0 0 0 0 1 1 14
Evaluating Brazilian mutual funds with stochastic frontiers 0 0 1 30 0 4 5 122
Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches 0 0 1 32 0 0 1 108
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 1 8 0 1 5 53
Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors 0 0 2 2 1 2 17 17
Hedging against embarrassment 0 0 4 27 0 1 7 104
Machine learning and fund characteristics help to select mutual funds with positive alpha 1 1 10 24 7 12 53 90
Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals 0 0 0 7 1 1 3 20
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 1 1 3 30 2 3 7 108
Monetary policy surprises and jumps in interest rates: evidence from Brazil 0 0 0 7 0 0 1 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 0 2 4 39
Paraconsistent and fuzzy logic applied to company profitability analysis 0 0 2 64 0 3 6 212
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 1 230 0 0 5 648
Predicting the yield curve using forecast combinations 0 1 2 26 0 1 8 91
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 1 1 1 9 1 1 2 46
Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market 0 0 1 7 0 1 3 40
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 3 4 1 3 8 18
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 16 0 0 1 56
The Out-of-Sample Performance of Robust Portfolio Optimization 0 0 1 6 0 2 6 58
The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies 1 1 5 67 4 7 11 297
The market reaction to changes in the Brazilian official interest rate 0 0 0 23 0 0 3 82
The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform 0 0 1 8 0 1 4 47
Validation of loss given default in the advanced IRB approach 0 0 1 20 0 0 2 104
What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market 0 0 0 5 1 1 2 42
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 0 1 2 13
Total Journal Articles 6 9 57 883 22 58 222 3,616

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Statistics updated 2025-10-06