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André Portela Santos
André Portela Santos
CUNEF
Bestätigte E-Mail-Adresse bei cunef.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
The performance of socially responsible mutual funds: The role of fees and management companies
J Gil-Bazo, P Ruiz-Verdú, AAP Santos
Journal of Business Ethics 94, 243-263, 2010
3502010
Comparing univariate and multivariate models to forecast portfolio value-at-risk
AAP Santos, FJ Nogales, E Ruiz
Journal of financial econometrics 11 (2), 400-441, 2013
1252013
A RBF neural network model with GARCH errors: application to electricity price forecasting
L dos Santos Coelho, AAP Santos
Electric Power Systems Research 81 (1), 74-83, 2011
882011
Can we predict the financial markets based on Google's search queries?
MS Perlin, JF Caldeira, AAP Santos, M Pontuschka
Journal of Forecasting 36 (4), 454-467, 2017
872017
Computational intelligence approaches and linear models in case studies of forecasting exchange rates
AAP Santos, NCA da Costa Jr, L dos Santos Coelho
Expert Systems with Applications 33 (4), 816-823, 2007
722007
Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility
GT Ribeiro, AAP Santos, VC Mariani, L dos Santos Coelho
Expert Systems with Applications 184, 115490, 2021
702021
Técnicas quantitativas de otimização de carteiras aplicadas ao mercado de ações brasileiro
AAP Santos, C Tessari
Revista Brasileira de Finanças 10 (3), 369-393, 2012
652012
Dynamic factor multivariate GARCH model
AAP Santos, GV Moura
Computational Statistics & Data Analysis 76, 606-617, 2014
512014
Seleção de carteiras utilizando o modelo Fama-French-Carhart
JF Caldeira, GV Moura, AAP Santos
Revista Brasileira de Economia 67, 45-65, 2013
402013
Optimal portfolios with minimum capital requirements
A Santos, E Ruiz, F Nogales, VD Dick
Journal of Banking and Finance 36 (7), 1928–1942, 2012
402012
Predicting the yield curve using forecast combinations
JF Caldeira, GV Moura, AAP Santos
Computational Statistics & Data Analysis 100, 79-98, 2016
372016
The Brazilian scientific output published in journals: A study based on a large CV database
MS Perlin, AAP Santos, T Imasato, D Borenstein, S Da Silva
Journal of Informetrics 11 (1), 18-31, 2017
362017
Hedging against embarrassment
M Goulart, NCA da Costa Jr, EB Andrade, AAP Santos
Journal of Economic Behavior & Organization 116, 310-318, 2015
352015
Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches
AAP Santos, LN Junkes, FCM Pires Jr
Maritime Economics & Logistics 16, 72-91, 2014
342014
Bond portfolio optimization using dynamic factor models
JF Caldeira, GV Moura, AAP Santos
Journal of Empirical Finance 37, 128-158, 2016
332016
The out-of-sample performance of robust portfolio optimization
AAP Santos
Revista Brasileira de Finanças 8 (2), 141-166, 2010
332010
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection
GV Moura, AAP Santos, E Ruiz
Journal of Banking & Finance 118, 105882, 2020
242020
Seleção de carteiras com modelos fatoriais heterocedásticos: aplicação para fundos de fundos multimercados
JF Caldeira, GV Moura, AAP Santos, C Tessari
RAM. Revista de Administração Mackenzie 15, 127-161, 2014
242014
Podemos prever a taxa de cambio brasileira? Evidência empírica utilizando inteligência computacional e modelos econométricos
LS Coelho, AAP Santos, NCA Costa Jr
Gestão & Produção 15, 635-647, 2008
24*2008
Newton Da Costa, Jr, and Sergio Da Silva,(2005)" Evaluating Brazilian mutual funds with stochastic frontiers."
A Santos, J Tusi
Economics Bulletin 13 (2), 1-6, 2005
232005
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