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 5 8 14 1,742
Can machine learning help to select portfolios of mutual funds? 0 0 0 46 0 6 24 254
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 0 59 3 6 19 154
Comparing univariate and multivariate models to forecast portfolio value-at-risk 0 0 0 390 4 8 18 1,436
Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers 0 1 1 115 0 1 4 608
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 0 10 4 7 13 66
On the choice of covariance specifications for portfolio selection problems 0 0 0 9 7 8 12 63
Psychophysiological correlates of the disposition effect 0 0 0 33 2 3 9 77
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 8 11 19 150
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 30 4 9 15 54
The performance of socially responsible mutual funds: the role of fees and management companies 0 0 0 163 2 7 25 743
Total Working Papers 0 1 1 996 39 74 172 5,347
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 1 2 7 31
Beating the market with small portfolios: Evidence from Brazil 0 0 0 7 1 2 21 59
Bond portfolio optimization using dynamic factor models 1 2 6 68 4 8 20 242
Can We Predict the Financial Markets Based on Google's Search Queries? 0 0 0 9 1 3 15 49
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 1 1 1 15 3 5 16 108
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk 0 1 1 53 2 5 17 290
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection 0 0 2 7 4 9 15 57
Covariance Prediction in Large Portfolio Allocation 0 0 0 11 3 6 15 81
Disentangling the role of variance and covariance information in portfolio selection problems 0 0 0 2 1 3 7 22
Dynamic factor multivariate GARCH model 0 1 2 29 3 8 16 100
Efeito disposição: propensão à venda de investidores individuais e institucionais 0 0 0 0 0 1 5 18
Evaluating Brazilian mutual funds with stochastic frontiers 0 0 1 31 3 4 13 131
Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches 0 0 0 32 1 1 8 116
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 0 8 3 8 12 64
Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors 0 0 1 3 3 5 12 26
Hedging against embarrassment 0 0 2 27 0 0 10 111
Machine learning and fund characteristics help to select mutual funds with positive alpha 1 2 16 37 5 21 95 162
Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals 0 0 0 7 5 9 17 36
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 0 2 31 3 7 23 127
Monetary policy surprises and jumps in interest rates: evidence from Brazil 0 0 0 7 2 3 8 35
On the choice of covariance specifications for portfolio selection problems 0 0 0 3 4 8 13 44
Optimal portfolios with minimum capital requirements 0 0 0 19 5 7 17 122
Overconfidence, turnover, and return: evidence from the Brazilian market 0 0 0 6 2 4 10 46
Paraconsistent and fuzzy logic applied to company profitability analysis 0 0 0 64 4 21 30 239
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 0 2 232 5 9 26 673
Predicting the yield curve using forecast combinations 0 0 3 27 0 2 14 100
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 0 1 9 0 0 5 50
Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market 0 0 1 8 1 3 8 46
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 2 2 6 3 7 15 126
Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics 0 0 1 4 3 6 18 32
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 16 1 2 9 65
The Out-of-Sample Performance of Robust Portfolio Optimization 0 0 0 6 3 10 18 74
The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies 0 0 1 67 4 8 23 313
The market reaction to changes in the Brazilian official interest rate 0 0 0 23 3 3 9 90
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 7 51
Validation of loss given default in the advanced IRB approach 0 0 0 20 1 3 7 110
What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market 0 0 0 5 3 3 9 49
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 2 2 9 20
Total Journal Articles 3 9 47 911 92 209 599 4,115

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Statistics updated 2026-05-06