André Portela Santos

Citado por

	Total	Desde 2020
Citas	1865	992
Índice h	23	17
Índice i10	39	26

280

140

210

2008200920102011201220132014201520162017201820192020202120222023202420255 11 12 29 37 50 87 89 100 143 124 142 115 171 183 266 230 23

Acceso público

Ver todo

10 artículos

0 artículos

disponibles

no disponibles

Basado en requisitos de financiación

Coautores

Guilherme MouraProfessor at Federal University of Santa Catarina - BrazilDirección de correo verificada de ufsc.br
Newton C. A. da Costa Jr.Federal University of Santa Catarina; Pontifical Catholic University of ParanáDirección de correo verificada de pucpr.br
Leandro dos Santos CoelhoProfessor of Electrical Engineering, Federal University of Parana (UFPR), ALLIA FounderDirección de correo verificada de ufpr.br
ESTHER RUIZ ORTEGAUniversidad Carlos III de MadridDirección de correo verificada de est-econ.uc3m.es
Francisco J.NogalesFull Professor of Statistics and Optimization, Universidad Carlos III de Madrid, SpainDirección de correo verificada de uc3m.es
Marcelo S. PerlinAssociate Professor of Finance, Federal University of Rio Grande do SulDirección de correo verificada de ufrgs.br
Javier Gil-BazoUniversitat Pompeu Fabra; Barcelona School of Economics; UPF Barcelona School of ManagementDirección de correo verificada de upf.edu
Pablo Ruiz-VerduUniversidad Carlos III de MadridDirección de correo verificada de emp.uc3m.es
Sergio Da SilvaProfessor of Economics, Federal University of Santa CatarinaDirección de correo verificada de ufsc.br
Victor DeMiguelProfessor, London Business SchoolDirección de correo verificada de london.edu
Marco GoulartProduction Engineering - Federal University of Santa CatarinaDirección de correo verificada de ufsc.br
Gabriel Trierweiler RibeiroPhD, UFPRDirección de correo verificada de ufpr.br
Dick van DijkProfessor of Financial Econometrics, Erasmus University RotterdamDirección de correo verificada de ese.eur.nl
Eduardo B. AndradeProfessor of Marketing, Imperial College Business School, LondonDirección de correo verificada de imperial.ac.uk

Seguir

André Portela Santos

CUNEF

Dirección de correo verificada de cunef.edu - Página principal

financial econometrics portfolio optimization risk management forecasting mutual funds


Título Ordenar por citas Ordenar por año Ordenar por título	Citado por Citado por	Año
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	379	2010
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	159	2017
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	126	2013
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	96	2021
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	91	2011
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	75	2007
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	64	2012
Dynamic factor multivariate GARCH model AAP Santos, GV Moura Computational Statistics & Data Analysis 76, 606-617, 2014	50	2014
Machine learning and fund characteristics help to select mutual funds with positive alpha V DeMiguel, J Gil-Bazo, FJ Nogales, AAP Santos Journal of Financial Economics 150 (3), 103737, 2023	44	2023
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	40	2014
Seleção de carteiras utilizando o modelo Fama-French-Carhart JF Caldeira, GV Moura, AAP Santos Revista Brasileira de Economia 67, 45-65, 2013	40	2013
Optimal portfolios with minimum capital requirements A Santos, E Ruiz, F Nogales, VD Dick Journal of Banking and Finance 36 (7), 1928–1942, 2012	40	2012
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	38	2017
Predicting the yield curve using forecast combinations JF Caldeira, GV Moura, AAP Santos Computational Statistics & Data Analysis 100, 79-98, 2016	37	2016
Bond portfolio optimization using dynamic factor models JF Caldeira, GV Moura, AAP Santos Journal of Empirical Finance 37, 128-158, 2016	35	2016
Hedging against embarrassment M Goulart, NCA da Costa Jr, EB Andrade, AAP Santos Journal of Economic Behavior & Organization 116, 310-318, 2015	35	2015
The out-of-sample performance of robust portfolio optimization AAP Santos Revista Brasileira de Finanças 8 (2), 141-166, 2010	32	2010
Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection GV Moura, AAP Santos, E Ruiz Journal of Banking & Finance 118, 105882, 2020	29	2020
Lotka’s law for the Brazilian scientific output published in journals S Da Silva, M Perlin, R Matsushita, AAP Santos, T Imasato, D Borenstein Journal of Information Science 45 (5), 705-709, 2019	27	2019
Combining multivariate volatility forecasts: an economic-based approach JF Caldeira, GV Moura, FJ Nogales, AAP Santos Journal of Financial Econometrics 15 (2), 247-285, 2017	25	2017

El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.

Artículos 1–20

Citas por año

Citas duplicadas

Citas combinadas

Añadir coautoresCoautores

Seguir

Citado por

Coautores