Raquel M. Gaspar
Names
| first: | Raquel |
| middle: | M. |
| last: | Gaspar |
Identifer
| RePEc Short-ID: | pga181 |
Contact
| homepage: | https://www.iseg.ulisboa.pt/aquila/homepage/rmgaspar |
| postal address: | Rua Miguel Lupi, 20 (room 510) 1249-078 Lisboa Portugal |
Affiliations
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Universidade de Lisboa
/ Instituto Superior de Economia e Gestão (ISEG)
/ Research in Economics and Mathematics (REM)
/ Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE) (weight: 80%)
- EDIRC entry
- location:
-
Universidade de Lisboa
/ Instituto Superior de Economia e Gestão (ISEG) (weight: 20%)
- EDIRC entry
- location:
Research profile
author of:
- On Path–dependency of Constant Proportion Portfolio Insurance strategies (RePEc:ekd:009007:9381)
by Raquel M. Gaspar - Relativistic Option Pricing (RePEc:gam:jijfss:v:9:y:2021:i:2:p:32-:d:577441)
by Vitor H. Carvalho & Raquel M. Gaspar - Accuracy of European Stock Target Prices (RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:443-:d:635195)
by Joana Almeida & Raquel M. Gaspar - Portfolio Performance of European Target Prices (RePEc:gam:jjrfmx:v:16:y:2023:i:8:p:347-:d:1202231)
by Joana Almeida & Raquel M. Gaspar - Neural Network Pricing of American Put Options (RePEc:gam:jrisks:v:8:y:2020:i:3:p:73-:d:379508)
by Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira - General Quadratic Term Structures of Bond, Futures and Forward Prices (RePEc:hhs:hastef:0559)
by Gaspar, Raquel M. - On Finite Dimensional Realizations of Forward Price Term Structure Models (RePEc:hhs:hastef:0569)
by Gaspar, Raquel M. - Correlation Between Intensity and Recovery in Credit Risk Models (RePEc:hhs:hastef:0614)
by Gaspar, Raquel M. & Slinko, Irina - Quadratic Portfolio Credit Risk models with Shot-noise Effects (RePEc:hhs:hastef:0616)
by Gaspar, Raquel M. & Schmidt, Thorsten - Accuracy of European Stock Target Prices (RePEc:ise:remwps:wp01152020)
by Joana Almeida & Raquel M. Gaspar - Neural Network pricing of American put options (RePEc:ise:remwps:wp01222020)
by Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira - Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries (RePEc:ise:remwps:wp01722021)
by Elsa Assiaty de L. A. Agostinho & Raquel M. Gaspar - Relativistically into Finance (RePEc:ise:remwps:wp01752021)
by Vitor H. Carvalho & Raquel M. Gaspar - Portfolio performance of European target prices (RePEc:ise:remwps:wp02632023)
by Joana Almeida & Raquel M. Gaspar - Financial Distress in European Vineyards and Olive Groves (RePEc:ise:remwps:wp02662023)
by Mário S. Céu & Raquel M. Gaspar - Consumer Confidence and Stock Markets' Returns (RePEc:ise:remwps:wp02922023)
by Raquel M. Gaspar & Xu Jiaming - Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories (RePEc:ise:remwps:wp0922019)
by Raquel M. Gaspar & Paulo M. Silva - Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk (RePEc:ise:remwps:wp0932019)
by J. Beleza Sousa & Manuel L. Esquível & Raquel M. Gaspar - On Path–dependency ofConstant Proportion Portfolio Insurance strategies (RePEc:ise:remwps:wp0942019)
by João Carvalho & João Beleza Sousa & Raquel M. Gaspar - Liquidity Risk Premia: An Empirical Analysis Of European Corporate Bond Yields (RePEc:pjm:journl:v:xvi:y:2011:i:2:p:131-152)
by Raquel M. Gaspar & Patrícia Pereira - In memoriam: Tomas Björk (1947–2021) (RePEc:spr:finsto:v:27:y:2023:i:4:d:10.1007_s00780-023-00511-3)
by Raquel M. Gaspar & Mariana Khapko - Investors’ perspective on portfolio insurance (RePEc:spr:portec:v:22:y:2023:i:1:d:10.1007_s10258-021-00200-z)
by Raquel M. Gaspar & Paulo M. Silva