Access Statistics for Raquel M. Gaspar

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Accuracy of European Stock Target Prices	0	0	0	10	0	0	1	45
Consumer Confidence and Stock Markets' Returns	1	8	20	38	9	52	115	144
Correlation Between Intensity and Recovery in Credit Risk Models	0	0	0	430	0	1	1	1,208
Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries	0	0	7	38	0	3	17	85
Financial Distress in European Vineyards and Olive Groves	0	0	1	10	0	2	5	9
General Quadratic Term Structures of Bond, Futures and Forward Prices	0	0	0	530	0	1	3	2,458
Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories	0	0	0	9	0	0	2	17
Neural Network pricing of American put options	0	0	2	54	0	0	8	154
On Finite Dimensional Realizations of Forward Price Term Structure Models	0	0	1	155	0	0	2	677
On Path–dependency of Constant Proportion Portfolio Insurance strategies	0	0	1	66	0	0	3	198
On Path–dependency ofConstant Proportion Portfolio Insurance strategies	1	1	1	17	1	1	2	42
Portfolio performance of European target prices	0	1	2	7	0	2	4	13
Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk	0	0	1	19	0	1	8	94
Quadratic Portfolio Credit Risk models with Shot-noise Effects	0	0	0	160	0	0	1	554
Relativistically into Finance	1	2	9	25	2	8	26	62
Total Working Papers	3	12	45	1,568	12	71	198	5,760

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Accuracy of European Stock Target Prices	0	0	1	4	0	0	4	15
Design risk: the curse of constant proportion portfolio insurance	0	1	1	1	0	1	2	2
In memoriam: Tomas Björk (1947–2021)	0	1	2	3	0	2	6	8
Investment Analysis of Autocallable Contingent Income Securities	0	0	0	0	1	1	2	2
Investors’ perspective on portfolio insurance	1	1	2	4	2	3	6	18
LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS	0	1	1	15	0	1	1	49
Neural Network Pricing of American Put Options	0	0	0	5	0	0	5	53
On recovery and intensity's correlation: a new class of credit risk models	0	0	0	0	0	0	0	0
On the Bias of the Unbiased Expectation Theory	0	0	0	2	1	2	6	8
Portfolio Performance of European Target Prices	0	0	0	1	0	0	2	6
Relativistic Option Pricing	0	1	1	16	0	1	1	38
Robo Advising and Investor Profiling	0	0	2	2	0	0	4	6
Total Journal Articles	1	5	10	53	4	11	39	205

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Statistics updated 2025-05-12