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 2 8 8 1,736
Can machine learning help to select portfolios of mutual funds? 0 0 0 46 3 12 22 251
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 59 2 10 16 150
Comparing univariate and multivariate models to forecast portfolio value-at-risk 0 0 0 390 4 11 15 1,432
Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers 0 0 0 114 0 1 3 607
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 1 10 2 5 9 61
On the choice of covariance specifications for portfolio selection problems 0 0 0 9 1 4 6 56
Psychophysiological correlates of the disposition effect 0 0 0 33 0 6 6 74
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 1 6 9 140
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 30 1 2 7 46
The performance of socially responsible mutual funds: the role of fees and management companies 0 0 0 163 5 15 24 741
Total Working Papers 0 0 2 995 21 80 125 5,294
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 3 7 29
Beating the market with small portfolios: Evidence from Brazil 0 0 0 7 1 11 20 58
Bond portfolio optimization using dynamic factor models 1 1 5 67 2 6 16 236
Can We Predict the Financial Markets Based on Google's Search Queries? 0 0 0 9 1 8 14 47
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 14 2 6 15 105
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk 0 0 0 52 1 8 15 286
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection 0 0 2 7 4 8 10 52
Covariance Prediction in Large Portfolio Allocation 0 0 1 11 1 7 11 76
Disentangling the role of variance and covariance information in portfolio selection problems 0 0 1 2 2 5 7 21
Dynamic factor multivariate GARCH model 0 0 1 28 2 5 11 94
Efeito disposição: propensão à venda de investidores individuais e institucionais 0 0 0 0 0 3 4 17
Evaluating Brazilian mutual funds with stochastic frontiers 0 0 1 31 0 3 9 127
Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches 0 0 0 32 0 4 7 115
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 1 8 2 3 9 58
Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors 0 1 2 3 1 5 12 22
Hedging against embarrassment 0 0 3 27 0 6 12 111
Machine learning and fund characteristics help to select mutual funds with positive alpha 0 6 14 35 6 43 82 147
Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals 0 0 0 7 2 8 11 29
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 1 3 31 3 11 21 123
Monetary policy surprises and jumps in interest rates: evidence from Brazil 0 0 0 7 1 6 6 33
On the choice of covariance specifications for portfolio selection problems 0 0 0 3 2 6 7 38
Optimal portfolios with minimum capital requirements 0 0 0 19 1 8 11 116
Overconfidence, turnover, and return: evidence from the Brazilian market 0 0 0 6 2 4 8 44
Paraconsistent and fuzzy logic applied to company profitability analysis 0 0 0 64 13 19 23 231
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 1 2 232 1 15 20 665
Predicting the yield curve using forecast combinations 0 0 3 27 2 8 16 100
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 1 9 0 4 5 50
Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market 0 0 1 8 0 2 5 43
Seleção de carteiras utilizando o modelo Fama-French-Carhart 1 1 1 5 3 9 11 122
Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics 0 0 2 4 3 8 17 29
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 16 0 7 8 63
The Out-of-Sample Performance of Robust Portfolio Optimization 0 0 0 6 3 5 13 67
The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies 0 0 2 67 4 9 20 309
The market reaction to changes in the Brazilian official interest rate 0 0 0 23 0 4 7 87
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 2 6 50
Validation of loss given default in the advanced IRB approach 0 0 0 20 1 3 5 108
What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market 0 0 0 5 0 4 6 46
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 0 4 7 18
Total Journal Articles 2 11 49 904 66 280 494 3,972

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Statistics updated 2026-03-04