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 0 1 45
Consumer Confidence and Stock Markets' Returns 1 6 19 39 8 44 114 152
Correlation Between Intensity and Recovery in Credit Risk Models 0 0 0 430 0 0 1 1,208
Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries 0 0 5 38 0 1 15 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 1 54 0 0 6 154
On Finite Dimensional Realizations of Forward Price Term Structure Models 0 0 0 155 0 0 1 677
On Path–dependency of Constant Proportion Portfolio Insurance strategies 0 0 1 66 2 2 5 200
On Path–dependency ofConstant Proportion Portfolio Insurance strategies 0 1 1 17 0 1 2 42
Portfolio performance of European target prices 0 0 2 7 1 2 5 14
Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk 0 0 1 19 0 0 7 94
Quadratic Portfolio Credit Risk models with Shot-noise Effects 0 0 0 160 0 0 0 554
Relativistically into Finance 2 3 11 27 3 8 27 65
Total Working Papers 3 10 42 1,571 14 61 194 5,774


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 1 4 0 0 4 15
Design risk: the curse of constant proportion portfolio insurance 1 2 2 2 1 2 3 3
In memoriam: Tomas Björk (1947–2021) 1 1 3 4 3 4 9 11
Investment Analysis of Autocallable Contingent Income Securities 0 0 0 0 1 2 3 3
Investors’ perspective on portfolio insurance 0 1 2 4 0 2 5 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 4 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 0 1 6 8
Portfolio Performance of European Target Prices 0 0 0 1 0 0 2 6
Relativistic Option Pricing 0 0 1 16 0 0 1 38
Robo Advising and Investor Profiling 1 1 2 3 1 1 4 7
Total Journal Articles 3 6 12 56 6 13 42 211


Statistics updated 2025-06-06