Co-author Network

Co-researcher Network

ALVES PORTELA SANTOS, ANDRE Close

category: Postdoctoral Senior Grants

Positions

Institute : UC3M-BS Institute of Financial Big Data (IFIBID)

Contact Info

aalves@est-econ.uc3m.es >> Other Contact Information

Publications
Projects

sample of publications

articles
- Combining Multivariate Volatility Forecasts: An Economic-Based Approach. Journal of Financial Econometrics. 15:247-285. 2017
- Comparing univariate and multivariate models to forecast portfolio Value-at-Risk. Journal of Financial Econometrics. 11:400-441. 2013
- A RBF neural network model with GARCH errors: Application to electricity price forecasting. ELECTRIC POWER SYSTEMS RESEARCH. 81:74-83. 2011
conference contributions
thesis
- Multivariate volatility models in financial risk management and portfolio selection
working papers
- Optimal Portfolios with Minimum Capital Requirements 2010
- The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies 2008