2
H index
0
i10 index
14
Citations
Raquel M. Gaspar : Citation Profile
Universidade de Lisboa (80% share) | RESEARCH PRODUCTION: 7 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2004 - 2023). 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:
| Cites to:
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Main data
Where Raquel M. Gaspar has published?
| Journals with more than one article published | # docs |
|---|---|
| JRFM | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers REM / ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa | 10 |
| SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics | 4 |
Recent works citing Raquel M. Gaspar (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | American 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | On Path–dependency of Constant Proportion Portfolio Insurance strategies In: EcoMod2016. [Full Text][Citation analysis] | paper | 0 |
| 2019 | On Path–dependency ofConstant Proportion Portfolio Insurance strategies.(2019) In: Working Papers REM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Relativistic Option Pricing In: IJFS. [Full Text][Citation analysis] | article | 0 |
| 2021 | Accuracy of European Stock Target Prices In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2020 | Accuracy of European Stock Target Prices.(2020) In: Working Papers REM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Portfolio Performance of European Target Prices In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2023 | Portfolio performance of European target prices.(2023) In: Working Papers REM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Neural Network Pricing of American Put Options In: Risks. [Full Text][Citation analysis] | article | 4 |
| 2020 | Neural Network pricing of American put options.(2020) In: Working Papers REM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | General Quadratic Term Structures of Bond, Futures and Forward Prices In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 7 |
| 2004 | On Finite Dimensional Realizations of Forward Price Term Structure Models In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Correlation Between Intensity and Recovery in Credit Risk Models In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Quadratic Portfolio Credit Risk models with Shot-noise Effects In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries In: Working Papers REM. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Relativistically into Finance In: Working Papers REM. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Financial Distress in European Vineyards and Olive Groves In: Working Papers REM. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Consumer Confidence and Stock Markets Returns In: Working Papers REM. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories In: Working Papers REM. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk In: Working Papers REM. [Full Text][Citation analysis] | paper | 1 |
| 2011 | LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS In: Portuguese Journal of Management Studies. [Full Text][Citation analysis] | article | 0 |
| 2023 | In memoriam: Tomas Björk (1947–2021) In: Finance and Stochastics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Investors’ perspective on portfolio insurance In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team