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Andre Alves Portela Santos

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Personal Details

First Name:Andre
Middle Name:Alves Portela
Last Name:Santos
RePEc Short-ID:psa341
Postal Address:
Location: Florianópolis, Brazil
Phone: (048) 231-9560
Fax: (048) 231-9585
Postal: Campus Universitário s/n. - Trindade, Trindade, CP 476, CEP: 88010-970 Florianópolis - SC
Handle: RePEc:edi:csufsbr (more details at EDIRC)
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  1. Guilherme Valle Moura & João Frois Caldeira & André Santos, 2014. "Seleção De Carteiras Utilizando O Modelofama-French-Carhart," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 117, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Goulart, Marco & Da Costa Jr, Newton & Santos, Andre & Takase, Emilio & Da Silva, Sergio, 2013. "Psychophysiological correlates of the disposition effect," MPRA Paper 48227, University Library of Munich, Germany.
  3. Javier Gil-Bazo & Pablo Ruiz-Verdu & Andre A. P. Santos, 2008. "The performance of socially responsible mutual funds: the role of fees and management companies," Business Economics Working Papers wb083409, Universidad Carlos III, Departamento de Economía de la Empresa.
  4. Andre Santos & Joao Tusi & Newton Da Costa Jr & Sergio Da Silva, 2005. "Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers," Finance 0510030, EconWPA.
  1. André A.P. Santos, 2015. "Beating the market with small portfolios: Evidence from Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 16(1), pages 22_31.
  2. João Caldeira & Guilherme Moura & André Santos, 2015. "Measuring Risk in Fixed Income Portfolios using Yield Curve Models," Computational Economics, Society for Computational Economics, vol. 46(1), pages 65-82, June.
  3. Goulart, Marco & da Costa, Newton C.A. & Andrade, Eduardo B. & Santos, André A.P., 2015. "Hedging against embarrassment," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 310-318.
  4. Santos, André A.P. & Moura, Guilherme V., 2014. "Dynamic factor multivariate GARCH model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 606-617.
  5. Andr� A P Santos & Luciano N Junkes & Floriano C M Pires Jr, 2014. "Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches," Maritime Economics and Logistics, Palgrave Macmillan, vol. 16(1), pages 72-91, March.
  6. André A. P. Santos & Francisco J. Nogales & Esther Ruiz, 2013. "Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 11(2), pages 400-441, March.
  7. Rodrigo P. Dill & Newton Da Costa Jr. & André A. P. Santos, 2013. "Paraconsistent and fuzzy logic applied to company profitability analysis," Economics Bulletin, AccessEcon, vol. 33(2), pages 1348-1360.
  8. Santos, André A.P. & Nogales, Francisco J. & Ruiz, Esther & Dijk, Dick Van, 2012. "Optimal portfolios with minimum capital requirements," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1928-1942.
  9. João Caldeira & Guilherme Moura & André A.P. Santos, 2012. "Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market," Economics Bulletin, AccessEcon, vol. 32(3), pages 1848-1857.
  10. Anna Buchholz & Cesar Cupertino & Roberto Meurer & Andre Portela Santos & Newton Da Costa, 2012. "The market reaction to changes in the Brazilian official interest rate," Applied Economics Letters, Taylor & Francis Journals, vol. 19(14), pages 1359-1364, September.
  11. Javier Gil-Bazo & Pablo Ruiz-Verdú & André Santos, 2010. "The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies," Journal of Business Ethics, Springer, vol. 94(2), pages 243-263, June.
  12. Sergio Da Silva & Newton Da Costa, Jr & Joao Tusi & Andre Santos, 2005. "Evaluating Brazilian mutual funds with stochastic frontiers," Economics Bulletin, AccessEcon, vol. 13(2), pages 1-6.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2008-07-30. Author is listed
  2. NEP-EXP: Experimental Economics (1) 2013-07-20. Author is listed
  3. NEP-FMK: Financial Markets (1) 2005-10-29. Author is listed

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