André A. P. Santos
TitleCited byYear
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 (2), 243-263, 2010
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, 2012
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
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
Dynamic factor multivariate GARCH model
AAP Santos, GV Moura
Computational Statistics & Data Analysis 76, 606-617, 2014
Optimal portfolios with minimum capital requirements
A Santos, E Ruiz, F Nogales, VD Dick
Journal of Banking and Finance 36 (7), 1928–1942, 2012
Seleção de carteiras utilizando o modelo Fama-French-Carhart
JF Caldeira, GV Moura, AAP Santos
Revista Brasileira de Economia 67 (1), 45-65, 2013
The out-of-sample performance of robust portfolio optimization
AAP Santos
Brazilian Review of Finance 8 (2), 141-166, 2010
Hedging against embarrassment
M Goulart, NCA da Costa Jr, EB Andrade, AAP Santos
Journal of Economic Behavior & Organization 116, 310-318, 2015
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
Newton Da Costa, Jr, and Sergio Da Silva,(2005)" Evaluating Brazilian mutual funds with stochastic frontiers."
A Santos, J Tusi
Economics Bulletin 13 (2), 1-6, 2005
Predicting the yield curve using forecast combinations
JF Caldeira, GV Moura, AAP Santos
Computational Statistics & Data Analysis 100, 79-98, 2016
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 (1), 72-91, 2014
Psychophysiological Correlates of the Disposition Effect
M Gourlart, N Da Costa Jr., A Santos, E Takase, S Da Silva
PLOS One 8 (1), 1-4, 2013
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
Measuring risk in fixed income portfolios using yield curve models
JF Caldeira, GV Moura, AAP Santos
Computational Economics 46 (1), 65-82, 2015
Bond portfolio optimization using dynamic factor models
JF Caldeira, GV Moura, AAP Santos
Journal of Empirical Finance 37, 128-158, 2016
Podemos prever a taxa de cambio brasileira? Evidência empírica utilizando inteligência computacional e modelos econométricos
LS COELHO, AAP Santos, NCA Costa Jr
Revista Gestão da Produção, 635-647, 2008
Bond portfolio optimization: a dynamic heteroskedastic factor model approach
JF Caldeira, GV Moura, AAP Santos
Working Paper, Department of Economics, Universidade Federal de Santa Catarina, 2012
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
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Articles 1–20