Author

André Alves Portela Santos

Observed names: A. A. P. Santos, A.A.P. Santos, Andre A. P. Santos, Andre Alves Portela Santos, Andre Portela Santos, Andre Santos, André A P Santos, André A. P. Santos, André A.P. Santos, André AP Santos, André Santos

Institution: CUNEF Universidad

Observed institutions: Central Bank of Brazil, Brazilian Development Bank, Universidade Federal de Santa Catarina, Escola Superior Dom Helder Câmara, CUNEF Universidad, Universidad Carlos III de Madrid, Erasmus University Rotterdam, University of Edinburgh

ORCID: 0000-0001-6134-8930

Observed ORCID: 0000-0001-6134-8930

OpenAlex ID: A5010508989

The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies

2009 · Javier Gil-Bazo, Pablo Ruiz-Verdú, et al. · Journal of Business Ethics · 256

Machine learning and fund characteristics help to select mutual funds with positive alpha

2023 · Victor DeMiguel, Javier Gil-Bazo, et al. · Journal of Financial Economics · 127

Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility

2021 · Gabriel Trierweiler Ribeiro, André Alves Portela Santos, et al. · Expert Systems with Applications · 117

PDF

Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk

2012 · A. A. P. Santos, F. J. Nogales, et al. · Journal of Financial Econometrics · 86

A RBF neural network model with GARCH errors: Application to electricity price forecasting

2010 · Leandro dos Santos Coelho, André A.P. Santos · Electric Power Systems Research · 76

Can We Predict the Financial Markets Based on Google's Search Queries?

2016 · Marcelo S. Perlin, João F. Caldeira, et al. · Journal of Forecasting · 63

Computational intelligence approaches and linear models in case studies of forecasting exchange rates

2006 · André Alves Portela Santos, Newton Carneiro Affonso da Costa, et al. · Expert Systems with Applications · 61

The Brazilian scientific output published in journals: A study based on a large CV database

2016 · Marcelo S. Perlin, André A.P. Santos, et al. · Journal of Informetrics · 36

PDF

Dynamic Factor Multivariate GARCH Model

2012 · André A.P. Santos, Guilherme V. Moura · Computational Statistics & Data Analysis · 36

Deep reinforcement learning applied to a sparse-reward trading environment with intraday data

2023 · Lucas de Azevedo Takara, André Alves Portela Santos, et al. · Expert Systems with Applications · 33

Hedging against embarrassment

2015 · Marco Goulart, Newton C.A. da Costa, et al. · Journal of Economic Behavior & Organization · 33

Lotka’s law for the Brazilian scientific output published in journals

2018 · Sergio Da Silva, Marcelo Perlin, et al. · Journal of Information Science · 32

Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches

2013 · André A P Santos, Luciano N Junkes, et al. · Maritime Economics & Logistics · 31

Optimal portfolios with minimum capital requirements

2012 · André A.P. Santos, Francisco J. Nogales, et al. · Journal of Banking & Finance · 31

Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection

2020 · Guilherme V. Moura, André A.P. Santos, et al. · Journal of Banking & Finance · 28

Predicting the Yield Curve Using Forecast Combinations

2013 · João F. Caldeira, Guilherme V. Moura, et al. · Computational Statistics & Data Analysis · 27

Bond portfolio optimization using dynamic factor models

2016 · João F. Caldeira, Guilherme V. Moura, et al. · Journal of Empirical Finance · 23

Desempenho Fora-da-Amostra da Otimização Robusta de Carteiras

2010 · André Alves Portela Santos · Brazilian Review of Finance · 21

PDF

Combining Multivariate Volatility Forecasts: An Economic-Based Approach

2016 · João F. Caldeira, Guilherme V. Moura, et al. · Journal of Financial Econometrics · 17

Psychophysiological Correlates of the Disposition Effect

2013 · Marco Goulart, Newton Da Costa, et al. · PLoS ONE · 16

PDF

Covariance Prediction in Large Portfolio Allocation

2019 · Carlos Trucíos, Mauricio Zevallos, et al. · Econometrics · 15

Portfolio management using realized covariances: Evidence from Brazil

2017 · João F. Caldeira, Guilherme V. Moura, et al. · EconomiA · 13

PDF

Corporate sustainability and asset pricing models: empirical evidence for the Brazilian stock market

2016 · Vitor Gonçalves de Azevedo, André Alves Portela Santos, et al. · Production · 13

PDF

Técnicas Quantitativas de Otimização de Carteiras Aplicadas ao Mercado de Ações Brasileiro

2012 · André Alves Portela Santos, Cristina Tessari · Brazilian Review of Finance · 13

PDF

Evaluating Brazilian Mutual Funds with Stochastic Frontiers

2005 · André Alves Portela Santos, Joao Tusi, et al. · RePEc: Research Papers in Economics · 13

Works count: 80

Citation count: 1,366

H-index: 18

I10-index: 31