Access Statistics for Raquel M. Gaspar

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 3 11 56
Consumer Confidence and Stock Markets' Returns 2 7 24 61 9 43 152 287
Correlation Between Intensity and Recovery in Credit Risk Models 0 0 0 430 1 2 5 1,213
Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries 0 0 0 38 0 9 16 101
Financial Distress in European Vineyards and Olive Groves 0 0 0 10 0 3 6 15
General Quadratic Term Structures of Bond, Futures and Forward Prices 0 0 0 530 2 7 11 2,469
Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories 0 0 1 10 1 10 14 31
Neural Network pricing of American put options 0 0 0 54 2 8 11 165
On Finite Dimensional Realizations of Forward Price Term Structure Models 0 1 1 156 3 12 17 694
On Path–dependency of Constant Proportion Portfolio Insurance strategies 0 0 1 67 0 4 15 213
On Path–dependency ofConstant Proportion Portfolio Insurance strategies 0 0 1 17 0 0 6 47
Portfolio performance of European target prices 0 0 0 7 1 2 4 17
Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk 0 0 1 20 5 9 21 115
Quadratic Portfolio Credit Risk models with Shot-noise Effects 0 0 0 160 2 4 6 560
Relativistically into Finance 0 0 6 30 6 26 52 112
Total Working Papers 2 8 35 1,600 32 142 347 6,095

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accuracy of European Stock Target Prices 0 0 0 4 0 3 6 21
Design risk: the curse of constant proportion portfolio insurance 0 1 5 6 0 2 9 11
In memoriam: Tomas Björk (1947–2021) 0 0 1 4 2 4 14 22
Investment Analysis of Autocallable Contingent Income Securities 0 0 1 1 0 2 8 9
Investors’ perspective on portfolio insurance 0 0 1 4 2 8 14 30
LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS 0 0 0 15 0 4 4 53
Neural Network Pricing of American Put Options 1 1 1 6 2 2 2 55
On recovery and intensity's correlation: a new class of credit risk models 0 0 0 0 0 8 9 9
On the Bias of the Unbiased Expectation Theory 0 0 0 2 1 9 13 20
Portfolio Performance of European Target Prices 0 0 0 1 0 2 3 9
Relativistic Option Pricing 1 1 1 17 4 8 9 47
Robo Advising and Investor Profiling 0 0 1 3 0 7 16 22
Total Journal Articles 2 3 11 63 11 59 107 308

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Statistics updated 2026-04-09