Concepedia

P. Araújo Santos

PA

6

Publications

259

Citations

6

H-Index

2008

Active since

Affiliations

University of Lisbon(Current)

Drexel University

P. Araújo Santos is an author at University of Lisbon specializing in business, statistics, and finance.

Top concepts

BusinessStatisticsFinanceEngineeringEconometricsEconomicsManagementForecastingAsset PricingRisk Management

Publications per year

2008–2022

6

Publications

6

Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks

Shawkat Hammoudeh, P. Araújo Santos, Abdullah Al-Hassan · The North American Journal of Economics and Finance · 2012 · 110 citations

Economics, Portfolio Optimization, Precious Metals +12

Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation

P. Araújo Santos, Isabel Fraga Alves, M. Ivette Gomes · Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT) · 2022 · 51 citations · Full text

PORT Hill and Moment Estimators for Heavy-Tailed Models

M. Ivette Gomes, Isabel Fraga Alves, P. Araújo Santos · Communications in Statistics - Simulation and Computation · 2008 · 33 citations · Full text

Moment Estimators, Extreme Value Theory, Value Index Estimators +15

Forecasting Value-at-Risk with a duration-based POT method

P. Araújo Santos, Isabel Fraga Alves · Mathematics and Computers in Simulation · 2012 · 29 citations

Forecasting Methodology, Engineering, Predictive Analytics +9

A new class of independence tests for interval forecasts evaluation

P. Araújo Santos, Isabel Fraga Alves · Computational Statistics & Data Analysis · 2010 · 21 citations

Forecasting Methodology, Economic Forecasting, Engineering +10

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