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 0 1 15 1,743
Can machine learning help to select portfolios of mutual funds? 0 0 0 46 1 4 25 258
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 0 59 0 0 16 154
Comparing univariate and multivariate models to forecast portfolio value-at-risk 0 0 0 390 1 3 18 1,439
Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers 0 0 1 115 1 3 7 611
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 0 10 1 6 19 72
On the choice of covariance specifications for portfolio selection problems 0 0 0 9 0 0 11 63
Psychophysiological correlates of the disposition effect 0 0 0 33 0 54 63 131
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 1 1 20 151
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 30 0 0 14 54
The performance of socially responsible mutual funds: the role of fees and management companies 0 0 0 163 0 0 24 743
Total Working Papers 0 0 1 996 5 72 232 5,419
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 61
Bond portfolio optimization using dynamic factor models 1 4 7 72 2 7 24 249
Can We Predict the Financial Markets Based on Google's Search Queries? 0 0 0 9 1 1 14 50
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 15 0 0 15 108
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk 1 1 2 54 1 2 19 292
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection 0 0 2 7 1 6 21 63
Covariance Prediction in Large Portfolio Allocation 0 0 0 11 0 3 17 84
Disentangling the role of variance and covariance information in portfolio selection problems 0 0 0 2 0 1 8 23
Dynamic factor multivariate GARCH model 0 0 1 29 0 3 18 103
Efeito disposição: propensão à venda de investidores individuais e institucionais 0 0 0 0 0 0 5 18
Evaluating Brazilian mutual funds with stochastic frontiers 0 0 1 31 1 1 12 132
Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches 0 0 0 32 0 1 9 117
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 8 0 3 14 67
Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors 0 0 1 3 1 3 14 29
Hedging against embarrassment 0 0 0 27 0 0 8 111
Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach 1 1 2 2 2 2 18 18
Machine learning and fund characteristics help to select mutual funds with positive alpha 0 2 16 39 6 22 106 184
Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals 0 0 0 7 1 7 24 43
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 1 1 3 32 1 4 26 131
Monetary policy surprises and jumps in interest rates: evidence from Brazil 0 0 0 7 0 1 9 36
On the choice of covariance specifications for portfolio selection problems 0 0 0 3 1 1 14 45
Optimal portfolios with minimum capital requirements 0 0 0 19 0 2 19 124
Overconfidence, turnover, and return: evidence from the Brazilian market 0 1 1 7 1 3 12 49
Paraconsistent and fuzzy logic applied to company profitability analysis 0 0 0 64 0 2 30 241
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 1 3 233 1 2 27 675
Predicting the yield curve using forecast combinations 1 1 2 28 2 3 12 103
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 1 9 1 1 6 51
Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market 1 1 2 9 2 5 11 51
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 2 6 0 1 16 127
Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics 0 0 0 4 1 2 18 34
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 16 0 1 10 66
The Out-of-Sample Performance of Robust Portfolio Optimization 0 0 0 6 0 4 22 78
The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies 0 0 1 67 1 2 25 315
The market reaction to changes in the Brazilian official interest rate 0 0 0 23 1 1 9 91
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 5 51
Validation of loss given default in the advanced IRB approach 0 0 0 20 2 3 9 113
What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market 0 0 0 5 0 0 8 49
Yield curve forecast combinations based on bond portfolio performance 0 0 0 2 0 0 8 20
Total Journal Articles 6 13 48 925 31 102 665 4,233

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Statistics updated 2026-08-07