The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies von Gil-Bazo, Javier, Ruiz-Verdú, Pablo, Santos, André A. P.

Volltext

Disentangling the role of variance and covariance information in portfolio selection problems von Santos, André A. P.

Volltext

Can We Predict the Financial Markets Based on Google's Search Queries? von Perlin, Marcelo S., Caldeira, João F., Santos, André A. P., Pontuschka, Martin

Volltext

Covariance prediction in large portfolio allocation von Trucíos, Carlos, Zevallos, Mauricio, Hotta, Luiz K, Santos, André A. P

Volltext

Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk von Santos, A. A. P., Nogales, F. J., Ruiz, E.

Volltext

Combining Multivariate Volatility Forecasts: An Economic-Based Approach von Caldeira, João F., Moura, Guilherme V., Nogales, Francisco J., Santos, André A. P.

Volltext

Yield curve forecast combinations based on bond portfolio performance von Caldeira, João F., Moura, Guilherme V., Santos, André A. P.

Volltext

Optimal portfolios with minimum capital requirements von Santos, André A.P., Nogales, Francisco J., Ruiz, Esther, Dijk, Dick Van

Volltext

Measuring Risk in Fixed Income Portfolios using Yield Curve Models von Caldeira, João F., Moura, Guilherme V., Santos, André A. P.

Volltext

Monetary policy surprises and jumps in interest rates: evidence from Brazil von Meurer, Roberto, Santos, André A.P, Turatti, Douglas E

Volltext

Hedging against embarrassment von Goulart, Marco, da Costa, Newton C.A., Andrade, Eduardo B., Santos, André A.P.

Volltext

Forecasting period charter rates of VLCC tankers through neural networks: A comparison of alternative approaches von Santos, André A P, Junkes, Luciano N, Pires Jr, Floriano C M

Volltext

A RBF neural network model with GARCH errors: Application to electricity price forecasting von Coelho, Leandro dos Santos, Santos, André A.P.

Volltext

Lotka’s law for the Brazilian scientific output published in journals von Da Silva, Sergio, Perlin, Marcelo, Matsushita, Raul, Santos, André AP, Imasato, Takeyoshi, Borenstein, Denis

Volltext

Machine learning and fund characteristics help to select mutual funds with positive alpha von DeMiguel, Victor, Gil-Bazo, Javier, Nogales, Francisco J., Santos, André A.P.

Volltext

Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection von Moura, Guilherme V., Santos, André A.P., Ruiz, Esther

Volltext

Beating the market with small portfolios: Evidence from Brazil von Santos, André A.P

Volltext

Portfolio management using realized covariances: Evidence from Brazil von Caldeira, João F, Moura, Guilherme V, Perlin, Marcelo S, Santos, André A.P

Volltext

Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics von Caldeira, João F., Santos, André A.P., Torrent, Hudson S.

Volltext

Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence von Caldeira, João F, Moura, Guilherme V, Santos, André A. P, Tourrucôo, Fabricio

Volltext