Details about Raquel M. Gaspar

Access statistics for papers by Raquel M. Gaspar.

Last updated 2023-12-07. Update your information in the RePEc Author Service.

Short-id: pga181

Working Papers

2023

1. Consumer Confidence and Stock Markets' Returns
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
2. Financial Distress in European Vineyards and Olive Groves
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
3. Portfolio performance of European target prices
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
   See also Journal Article Portfolio Performance of European Target Prices, JRFM, MDPI (2023) (2023)

2021

4. Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
5. Relativistically into Finance
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa

2020

6. Accuracy of European Stock Target Prices
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
   See also Journal Article Accuracy of European Stock Target Prices, JRFM, MDPI (2021) (2021)
7. Neural Network pricing of American put options
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa View citations (5)
   See also Journal Article Neural Network Pricing of American Put Options, Risks, MDPI (2020) View citations (4) (2020)

2019

8. Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
9. On Path–dependency ofConstant Proportion Portfolio Insurance strategies
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
   Also in EcoMod2016, EcoMod (2016) View citations (1)
10. Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk
    Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa View citations (1)

2005

11. Correlation Between Intensity and Recovery in Credit Risk Models
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
12. Quadratic Portfolio Credit Risk models with Shot-noise Effects
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (3)

2004

13. General Quadratic Term Structures of Bond, Futures and Forward Prices
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (9)
14. On Finite Dimensional Realizations of Forward Price Term Structure Models
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics

Journal Articles

2024

1. Robo Advising and Investor Profiling
   FinTech, 2024, 3, (1), 1-14

2023

2. In memoriam: Tomas Björk (1947–2021)
   Finance and Stochastics, 2023, 27, (4), 867-885
3. Investors’ perspective on portfolio insurance
   Portuguese Economic Journal, 2023, 22, (1), 49-79
4. On the Bias of the Unbiased Expectation Theory
   Mathematics, 2023, 12, (1), 1-20
5. Portfolio Performance of European Target Prices
   JRFM, 2023, 16, (8), 1-28
   See also Working Paper Portfolio performance of European target prices, Working Papers REM (2023) (2023)

2021

6. Accuracy of European Stock Target Prices
   JRFM, 2021, 14, (9), 1-27
   See also Working Paper Accuracy of European Stock Target Prices, Working Papers REM (2020) (2020)
7. Relativistic Option Pricing
   IJFS, 2021, 9, (2), 1-24

2020

8. Neural Network Pricing of American Put Options
   Risks, 2020, 8, (3), 1-24 View citations (4)
   See also Working Paper Neural Network pricing of American put options, Working Papers REM (2020) View citations (5) (2020)

2015

9. Investment Analysis of Autocallable Contingent Income Securities
   Financial Analysts Journal, 2015, 71, (3), 61-83 View citations (1)

2011

10. LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS
    Portuguese Journal of Management Studies, 2011, XVI, (2), 131-152

Undated

11. Design risk: the curse of constant proportion portfolio insurance
    Journal of Investment Strategies
12. On recovery and intensity's correlation: a new class of credit risk models
    Journal of Credit Risk