Andre Alves Portela Santos

Names

Identifer

Contact

Affiliations

• Colegio Universitario de Estudios Financieros (CUNEF)
  • EDIRC entry
  • location:

Research profile

author of:

• Beating the market with small portfolios: Evidence from Brazil (RePEc:anp:econom:v:16:y:2015:1:22_31)
  by André A.P. Santos
• Seleção De Carteiras Utilizando O Modelofama-French-Carhart (RePEc:anp:en2012:117)
  by Guilherme Valle Moura & João Frois Caldeira & André Santos
• Forecasting The Yield Curve With The Arbitrage-Free Dynamic Nelson-Siegel Model: Brazilian Evidence (RePEc:anp:en2014:028)
  by Fabricio Tourrucôo & João F. Caldeira & Guilherme V. Moura & André A. P. Santos
• Can Machine Learning Help to Select Portfolios of Mutual Funds? (RePEc:bge:wpaper:1245)
  by Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos
• Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market (RePEc:brf:journl:v:10:y:2012:i:3:p:369-393)
  by André Alves Portela Santos & Cristina Tessari
• What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market (RePEc:brf:journl:v:11:y:2013:i:2:p:215-248)
  by Felipe Wolk Teixeira & Roberto Meurer & André Alves Portela Santos
• Overconfidence, turnover, and return: evidence from the Brazilian market (RePEc:brf:journl:v:12:y:2014:i:3:p:351-383)
  by Wlademir Ribeiro Prates & André Alves Portela Santos & Newton Carneiro Affonso da Costa Jr.
• Validation of loss given default in the advanced IRB approach (RePEc:brf:journl:v:14:y:2016:i:2:p:299-321)
  by Guilherme Fernandes Sanches & André Alves Portela Santos
• The Out-of-Sample Performance of Robust Portfolio Optimization (RePEc:brf:journl:v:8:y:2010:i:2:p:141-166)
  by André Alves Portela Santos
• The performance of socially responsible mutual funds: the role of fees and management companies (RePEc:cte:wbrepe:wb083409)
  by Gil-Bazo, Javier & Ruiz-Verdú, Pablo & Santos, André A. P.
• Comparing univariate and multivariate models to forecast portfolio value-at-risk (RePEc:cte:wsrepe:ws097222)
  by Santos, André A. P. & Nogales, Francisco J. & Ruiz Ortega, Esther
• Evaluating Brazilian mutual funds with stochastic frontiers (RePEc:ebl:ecbull:eb-05m20002)
  by Sergio Da Silva & Newton Da Costa, Jr & Joao Tusi & Andre Santos
• Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market (RePEc:ebl:ecbull:eb-12-00293)
  by João Caldeira & Guilherme Moura & André A.P. Santos
• Paraconsistent and fuzzy logic applied to company profitability analysis (RePEc:ebl:ecbull:eb-13-00129)
  by Rodrigo P. Dill & Newton Da Costa Jr. & André A. P. Santos
• Predicting the yield curve using forecast combinations (RePEc:eee:csdana:v:100:y:2016:i:c:p:79-98)
  by Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P.
• Dynamic factor multivariate GARCH model (RePEc:eee:csdana:v:76:y:2014:i:c:p:606-617)
  by Santos, André A.P. & Moura, Guilherme V.
• Bond portfolio optimization using dynamic factor models (RePEc:eee:empfin:v:37:y:2016:i:c:p:128-158)
  by Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P.
• Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002963)
  by Santos, André A.P. & Torrent, Hudson S.
• The Brazilian scientific output published in journals: A study based on a large CV database (RePEc:eee:infome:v:11:y:2017:i:1:p:18-31)
  by Perlin, Marcelo S. & Santos, André A.P. & Imasato, Takeyoshi & Borenstein, Denis & Da Silva, Sergio
• Optimal portfolios with minimum capital requirements (RePEc:eee:jbfina:v:36:y:2012:i:7:p:1928-1942)
  by Santos, André A.P. & Nogales, Francisco J. & Ruiz, Esther & Dijk, Dick Van
• Hedging against embarrassment (RePEc:eee:jeborg:v:116:y:2015:i:c:p:310-318)
  by Goulart, Marco & da Costa, Newton C.A. & Andrade, Eduardo B. & Santos, André A.P.
• Monetary policy surprises and jumps in interest rates: evidence from Brazil (RePEc:eme:jespps:v:42:y:2015:i:5:p:893-907)
  by Roberto Meurer & André A.P. Santos & Douglas E. Turatti
• Seleção de carteiras utilizando o modelo Fama-French-Carhart (RePEc:fgv:epgrbe:v:67:y:2013:i:1:a:3755)
  by Caldeira, João F & Moura, Guilherme Valle & Santos, André Alves Portela
• Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil (RePEc:fgv:epgrbe:v:69:y:2015:i:4:a:46817)
  by Caldeira, João F. & Moura, Guilherme V. & Santos, André A. P.
• Efeito disposição: propensão à venda de investidores individuais e institucionais (RePEc:fgv:epgrbe:v:73:y:2019:i:1:a:70938)
  by Prates, Wlademir Ribeiro & da Costa Jr., Newton Carneiro Affonso & Santos, André Portela
• Covariance Prediction in Large Portfolio Allocation (RePEc:gam:jecnmx:v:7:y:2019:i:2:p:19-:d:229754)
  by Carlos Trucíos & Mauricio Zevallos & Luiz K. Hotta & André A. P. Santos
• Measuring Risk in Fixed Income Portfolios using Yield Curve Models (RePEc:kap:compec:v:46:y:2015:i:1:p:65-82)
  by João Caldeira & Guilherme Moura & André Santos
• The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies (RePEc:kap:jbuset:v:94:y:2010:i:2:p:243-263)
  by Javier Gil-Bazo & Pablo Ruiz-Verdú & André Santos
• Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk (RePEc:oup:jfinec:v:11:y:2013:i:2:p:400-441)
  by André A. P. Santos & Francisco J. Nogales & Esther Ruiz
• Combining Multivariate Volatility Forecasts: An Economic-Based Approach (RePEc:oup:jfinec:v:15:y:2017:i:2:p:247-285.)
  by João F. Caldeira & Guilherme V. Moura & Francisco J. Nogales & André A. P. Santos
• Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches (RePEc:pal:marecl:v:16:y:2014:i:1:p:72-91)
  by André A P Santos & Luciano N Junkes & Floriano C M Pires Jr
• Psychophysiological correlates of the disposition effect (RePEc:pra:mprapa:48227)
  by Goulart, Marco & Da Costa Jr, Newton & Santos, Andre & Takase, Emilio & Da Silva, Sergio
• On the choice of covariance specifications for portfolio selection problems (RePEc:pra:mprapa:73259)
  by R. Ferreira, Alexandre & A. P. Santos, Andre
• The Brazilian scientific output published in journals: A study based on a large CV database (RePEc:pra:mprapa:79662)
  by Perlin, Marcelo & Santos, André & Imasato, Takeyoshi & Borenstein, Denis & Da Silva, Sergio
• On the choice of covariance specifications for portfolio selection problems (RePEc:sbe:breart:v:37:y:2017:i:1:a:63579)
  by Santos, André Alves Portela & Ferreira, Alexandre R.
• The market reaction to changes in the Brazilian official interest rate (RePEc:taf:apeclt:v:19:y:2012:i:14:p:1359-1364)
  by Anna Buchholz & Cesar Cupertino & Roberto Meurer & Andre Portela Santos & Newton Da Costa
• Disentangling the role of variance and covariance information in portfolio selection problems (RePEc:taf:quantf:v:19:y:2019:i:1:p:57-76)
  by André A. P. Santos
• Can machine learning help to select portfolios of mutual funds? (RePEc:upf:upfgen:1772)
  by Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos
• Can We Predict the Financial Markets Based on Google's Search Queries? (RePEc:wly:jforec:v:36:y:2017:i:4:p:454-467)
  by Marcelo S. Perlin & João F. Caldeira & André A. P. Santos & Martin Pontuschka
• Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers (RePEc:wpa:wuwpfi:0510030)
  by Andre Santos & Joao Tusi & Newton Da Costa Jr & Sergio Da Silva