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 1 46 0 5 14 239
Comparing Forecasts of Extremely Large Conditional Covariance Matrices 0 0 1 59 1 2 9 140
Comparing univariate and multivariate models to forecast portfolio value-at-risk 0 0 1 390 0 0 7 1,421
Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers 0 0 0 114 0 1 2 606
FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE 0 0 1 10 3 3 4 56
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 6 68
SELEÇÃO DE CARTEIRAS UTILIZANDO O MODELOFAMA-FRENCH-CARHART 0 0 0 15 2 2 4 134
The Brazilian scientific output published in journals: A study based on a large CV database 0 0 0 30 2 4 7 44
The performance of socially responsible mutual funds: the role of fees and management companies 0 0 0 163 0 5 9 726
Total Working Papers 0 0 4 995 8 22 65 5,214
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 1 5 26
Beating the market with small portfolios: Evidence from Brazil 0 0 0 7 1 2 9 47
Bond portfolio optimization using dynamic factor models 0 1 6 66 1 4 14 230
Can We Predict the Financial Markets Based on Google's Search Queries? 0 0 2 9 1 3 8 39
Combining Multivariate Volatility Forecasts: An Economic-Based Approach 0 0 1 14 2 6 11 99
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk 0 0 0 52 2 5 7 278
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection 1 2 2 7 1 2 2 44
Covariance Prediction in Large Portfolio Allocation 0 0 1 11 1 1 4 69
Disentangling the role of variance and covariance information in portfolio selection problems 0 0 1 2 1 1 3 16
Dynamic factor multivariate GARCH model 0 0 1 28 2 3 8 89
Efeito disposição: propensão à venda de investidores individuais e institucionais 0 0 0 0 0 0 1 14
Evaluating Brazilian mutual funds with stochastic frontiers 1 1 2 31 1 2 7 124
Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches 0 0 1 32 0 3 4 111
Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence 0 0 1 8 2 2 7 55
Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors 0 0 2 2 0 1 17 17
Hedging against embarrassment 0 0 4 27 1 1 7 105
Machine learning and fund characteristics help to select mutual funds with positive alpha 1 6 9 29 6 21 49 104
Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals 0 0 0 7 0 2 4 21
Measuring Risk in Fixed Income Portfolios using Yield Curve Models 0 1 2 30 2 6 10 112
Monetary policy surprises and jumps in interest rates: evidence from Brazil 0 0 0 7 0 0 0 27
On the choice of covariance specifications for portfolio selection problems 0 0 0 3 0 1 1 32
Optimal portfolios with minimum capital requirements 0 0 0 19 2 3 3 108
Overconfidence, turnover, and return: evidence from the Brazilian market 0 0 0 6 1 1 5 40
Paraconsistent and fuzzy logic applied to company profitability analysis 0 0 2 64 0 0 6 212
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market 0 1 1 231 0 2 5 650
Predicting the yield curve using forecast combinations 0 1 3 27 0 1 9 92
Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil 0 1 1 9 0 1 2 46
Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market 0 1 1 8 0 1 3 41
Seleção de carteiras utilizando o modelo Fama-French-Carhart 0 0 0 4 2 2 2 113
Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics 0 0 3 4 2 4 11 21
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 0 6 2 4 9 62
The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies 0 1 4 67 2 7 13 300
The market reaction to changes in the Brazilian official interest rate 0 0 0 23 1 1 4 83
The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform 0 0 1 8 1 1 5 48
Validation of loss given default in the advanced IRB approach 0 0 1 20 1 1 3 105
What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market 0 0 0 5 0 1 2 42
Yield curve forecast combinations based on bond portfolio performance 0 0 1 2 1 1 3 14
Total Journal Articles 3 16 53 893 39 98 264 3,692

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Statistics updated 2025-12-06