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Andre Alves Portela Santos

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Personal Details

First Name:Andre
Middle Name:Alves Portela
Last Name:Santos
Suffix:
RePEc Short-ID:psa341
Florianópolis, Brazil
http://www.cse.ufsc.br/

: (048) 231-9560
(048) 231-9585
Campus Universitário s/n. - Trindade, Trindade, CP 476, CEP: 88010-970 Florianópolis - SC
RePEc:edi:csufsbr (more details at EDIRC)
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  1. Fabricio Tourrucôo & João F. Caldeira & Guilherme V. Moura & André A. P. Santos, 2016. "Forecasting The Yield Curve With The Arbitrage-Free Dynamic Nelson-Siegel Model: Brazilian Evidence," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting] 028, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. R. Ferreira, Alexandre & A. P. Santos, Andre, 2016. "On the choice of covariance specifications for portfolio selection problems," MPRA Paper 73259, University Library of Munich, Germany.
  3. 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].
  4. 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.
  5. Ruiz, Esther & Nogales, Francisco J. & Santos, André A. P., 2009. "Comparing univariate and multivariate models to forecast portfolio value-at-risk," DES - Working Papers. Statistics and Econometrics. WS ws097222, Universidad Carlos III de Madrid. Departamento de Estadística.
  6. Santos, André A. P. & Ruiz-Verdú, Pablo & Gil-Bazo, Javier, 2008. "The performance of socially responsible mutual funds: the role of fees and management companies," DEE - Working Papers. Business Economics. WB wb083409, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  7. Andre Santos & Joao Tusi & Newton Da Costa Jr & Sergio Da Silva, 2005. "Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers," Finance 0510030, EconWPA.
  1. Guilherme Fernandes Sanches & André Alves Portela Santos, 2016. "Validation of loss given default in the advanced IRB approach," Brazilian Review of Finance, Brazilian Society of Finance, vol. 14(2), pages 299-321.
  2. Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P., 2016. "Predicting the yield curve using forecast combinations," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 79-98.
  3. Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P., 2016. "Bond portfolio optimization using dynamic factor models," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 128-158.
  4. 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.
  5. Caldeira, João F. & Moura, Guilherme V. & Santos, André A. P., 2015. "Previsões Macroeconômicas Baseadas em Modelos TVP-VAR: Evidências Para o Brasil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 69(4), December.
  6. João Caldeira & Guilherme Moura & André Santos, 2015. "Measuring Risk in Fixed Income Portfolios using Yield Curve Models," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 65-82, June.
  7. 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.
  8. Santos, André A.P. & Moura, Guilherme V., 2014. "Dynamic factor multivariate GARCH model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 606-617.
  9. Wlademir Ribeiro Prates & André Alves Portela Santos & Newton Carneiro Affonso da Costa Jr., 2014. "Overconfidence, turnover, and return: evidence from the Brazilian market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(3), pages 351-383.
  10. André 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 & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 16(1), pages 72-91, March.
  11. 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.
  12. 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.
  13. Felipe Wolk Teixeira & Roberto Meurer & André Alves Portela Santos, 2013. "What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(2), pages 215-248.
  14. Caldeira, João F & Moura, Guilherme Valle & Santos, André Alves Portela, 2013. "Seleção de carteiras utilizando o modelo Fama-French-Carhart," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(1), February.
  15. 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.
  16. André Alves Portela Santos & Cristina Tessari, 2012. "Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(3), pages 369-393.
  17. 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.
  18. 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.
  19. 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.
  20. André Alves Portela Santos, 2010. "The Out-of-Sample Performance of Robust Portfolio Optimization," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(2), pages 141-166.
  21. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (1) 2009-12-11
  2. NEP-CFN: Corporate Finance (1) 2008-07-30
  3. NEP-ECM: Econometrics (1) 2009-12-11
  4. NEP-EXP: Experimental Economics (1) 2013-07-20
  5. NEP-FMK: Financial Markets (1) 2005-10-29
  6. NEP-FOR: Forecasting (1) 2009-12-11
  7. NEP-REG: Regulation (1) 2009-12-11
  8. NEP-RMG: Risk Management (1) 2009-12-11
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2016-09-04

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