Raquel M. Gaspar : Citation Profile


Are you Raquel M. Gaspar?

Universidade de Lisboa (80% share)
Universidade de Lisboa (20% share)

2

H index

0

i10 index

14

Citations

RESEARCH PRODUCTION:

7

Articles

15

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 0
   Journals where Raquel M. Gaspar has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 4 (22.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga181
   Updated: 2024-11-06    RAS profile: 2023-12-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Raquel M. Gaspar.

Is cited by:

Kahl, Christian (2)

Grzelak, Lech (1)

Bianchetti, Marco (1)

Yildirim, Yildiray (1)

Oosterlee, Cornelis (1)

Cites to:

Prigent, Jean-Luc (9)

BERTRAND, Philippe (7)

Christensen, Bent Jesper (6)

Scholes, Myron (5)

PEREIRA, EDER JOHNSON DE AREA (4)

Кабанов, Юрий (4)

merton, robert (4)

Wu, Liuren (4)

Kahneman, Daniel (4)

Leippold, Markus (4)

Angel, James (4)

Main data


Where Raquel M. Gaspar has published?


Journals with more than one article published# docs
JRFM2

Working Papers Series with more than one paper published# docs
Working Papers REM / ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa10
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics4

Recent works citing Raquel M. Gaspar (2024 and 2023)


YearTitle of citing document
2023American Option Pricing using Self-Attention GRU and Shapley Value Interpretation. (2023). Shen, Yanhui. In: Papers. RePEc:arx:papers:2310.12500.

Full description at Econpapers || Download paper

Works by Raquel M. Gaspar:


YearTitleTypeCited
2016On Path–dependency of Constant Proportion Portfolio Insurance strategies In: EcoMod2016.
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paper0
2019On Path–dependency ofConstant Proportion Portfolio Insurance strategies.(2019) In: Working Papers REM.
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This paper has nother version. Agregated cites: 0
paper
2021Relativistic Option Pricing In: IJFS.
[Full Text][Citation analysis]
article0
2021Accuracy of European Stock Target Prices In: JRFM.
[Full Text][Citation analysis]
article0
2020Accuracy of European Stock Target Prices.(2020) In: Working Papers REM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Portfolio Performance of European Target Prices In: JRFM.
[Full Text][Citation analysis]
article0
2023Portfolio performance of European target prices.(2023) In: Working Papers REM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020Neural Network Pricing of American Put Options In: Risks.
[Full Text][Citation analysis]
article4
2020Neural Network pricing of American put options.(2020) In: Working Papers REM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2004General Quadratic Term Structures of Bond, Futures and Forward Prices In: SSE/EFI Working Paper Series in Economics and Finance.
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paper7
2004On Finite Dimensional Realizations of Forward Price Term Structure Models In: SSE/EFI Working Paper Series in Economics and Finance.
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paper0
2005Correlation Between Intensity and Recovery in Credit Risk Models In: SSE/EFI Working Paper Series in Economics and Finance.
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paper0
2005Quadratic Portfolio Credit Risk models with Shot-noise Effects In: SSE/EFI Working Paper Series in Economics and Finance.
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paper2
2021Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries In: Working Papers REM.
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paper0
2021Relativistically into Finance In: Working Papers REM.
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paper0
2023Financial Distress in European Vineyards and Olive Groves In: Working Papers REM.
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paper0
2023Consumer Confidence and Stock Markets Returns In: Working Papers REM.
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paper0
2019Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories In: Working Papers REM.
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paper0
2019Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk In: Working Papers REM.
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paper1
2011LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS In: Portuguese Journal of Management Studies.
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article0
2023In memoriam: Tomas Björk (1947–2021) In: Finance and Stochastics.
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article0
2023Investors’ perspective on portfolio insurance In: Portuguese Economic Journal.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team