| 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, 243-263, 2010 | 355 | 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, 2013 | 126 | 2013 |
| 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 | 116 | 2017 |
| 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 | 89 | 2011 |
| Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility GT Ribeiro, AAP Santos, VC Mariani, L dos Santos Coelho Expert Systems with Applications 184, 115490, 2021 | 72 | 2021 |
| 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 | 72 | 2007 |
| Técnicas quantitativas de otimização de carteiras aplicadas ao mercado de ações brasileiro AAP Santos, C Tessari Revista Brasileira de Finanças 10 (3), 369-393, 2012 | 65 | 2012 |
| Dynamic factor multivariate GARCH model AAP Santos, GV Moura Computational Statistics & Data Analysis 76, 606-617, 2014 | 52 | 2014 |
| Seleção de carteiras utilizando o modelo Fama-French-Carhart JF Caldeira, GV Moura, AAP Santos Revista Brasileira de Economia 67, 45-65, 2013 | 40 | 2013 |
| Optimal portfolios with minimum capital requirements A Santos, E Ruiz, F Nogales, VD Dick Journal of Banking and Finance 36 (7), 1928–1942, 2012 | 40 | 2012 |
| 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 | 37 | 2017 |
| Predicting the yield curve using forecast combinations JF Caldeira, GV Moura, AAP Santos Computational Statistics & Data Analysis 100, 79-98, 2016 | 37 | 2016 |
| Hedging against embarrassment M Goulart, NCA da Costa Jr, EB Andrade, AAP Santos Journal of Economic Behavior & Organization 116, 310-318, 2015 | 35 | 2015 |
| Bond portfolio optimization using dynamic factor models JF Caldeira, GV Moura, AAP Santos Journal of Empirical Finance 37, 128-158, 2016 | 34 | 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, 72-91, 2014 | 34 | 2014 |
| The out-of-sample performance of robust portfolio optimization AAP Santos Revista Brasileira de Finanças 8 (2), 141-166, 2010 | 33 | 2010 |
| Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection GV Moura, AAP Santos, E Ruiz Journal of Banking & Finance 118, 105882, 2020 | 26 | 2020 |
| Podemos prever a taxa de cambio brasileira? Evidência empírica utilizando inteligência computacional e modelos econométricos LS Coelho, AAP Santos, NCA Costa Jr Gestão & Produção 15, 635-647, 2008 | 25* | 2008 |
| Seleção de carteiras com modelos fatoriais heterocedásticos: aplicação para fundos de fundos multimercados JF Caldeira, GV Moura, AAP Santos, C Tessari RAM. Revista de Administração Mackenzie 15, 127-161, 2014 | 24 | 2014 |
| Lotka’s law for the Brazilian scientific output published in journals S Da Silva, M Perlin, R Matsushita, AAP Santos, T Imasato, D Borenstein Journal of Information Science 45 (5), 705-709, 2019 | 23 | 2019 |
Guilherme MouraProfessor at Federal University of Santa Catarina - Brazil在 ufsc.br 的电子邮件经过验证
