2
H index
0
i10 index
18
Citations
Raquel M. Gaspar : Citation Profile
Universidade de Lisboa (80% share) | RESEARCH PRODUCTION: 12 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2004 - 2024). 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:
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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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Deep Learning Option Pricing with Market Implied Volatility Surfaces. (2025). Cheung, Kin ; Lu, Egang ; Ding, Lijie. In: Papers. RePEc:arx:papers:2509.05911. Full description at Econpapers || Download paper |
| 2024 | Learning Bermudans. (2024). Scaringi, Marco ; Bianchetti, Marco ; Moreni, Nicola ; Aiolfi, Riccardo. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10517-w. Full description at Econpapers || Download paper |
| 2024 | Pricing and hedging autocallable products by Markov chain approximation. (2024). Zhang, Gongqiu ; Li, Lingfei ; Cui, Yeda. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:3:d:10.1007_s11147-024-09206-z. Full description at Econpapers || Download paper |
| 2024 | Gender diversity and profit efficiency of microfinance institutions: A Sub-Saharan study. (2024). Asfaw, Arega Seyoum ; Ebissa, Tarekegn Tariku. In: PLOS ONE. RePEc:plo:pone00:0307758. 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 | |
| 2024 | Robo Advising and Investor Profiling In: FinTech. [Full Text][Citation analysis] | article | 0 |
| 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 | |
| 2023 | On the Bias of the Unbiased Expectation Theory In: Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Neural Network Pricing of American Put Options In: Risks. [Full Text][Citation analysis] | article | 6 |
| 2020 | Neural Network pricing of American put options.(2020) In: Working Papers REM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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 | 1 |
| 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 |
| On recovery and intensitys correlation: a new class of credit risk models In: Journal of Credit Risk. [Full Text][Citation analysis] | article | 0 | |
| Design risk: the curse of constant proportion portfolio insurance In: Journal of Investment Strategies. [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 |
| 2015 | Investment Analysis of Autocallable Contingent Income Securities In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team