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	1	1	1	46
Consumer Confidence and Stock Markets' Returns	1	4	21	49	8	18	124	191
Correlation Between Intensity and Recovery in Credit Risk Models	0	0	0	430	1	1	2	1,209
Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries	0	0	0	38	0	3	10	89
Financial Distress in European Vineyards and Olive Groves	0	0	0	10	0	0	4	10
General Quadratic Term Structures of Bond, Futures and Forward Prices	0	0	0	530	1	2	4	2,460
Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories	0	1	1	10	1	3	5	20
Neural Network pricing of American put options	0	0	0	54	0	0	5	156
On Finite Dimensional Realizations of Forward Price Term Structure Models	0	0	0	155	0	0	2	679
On Path–dependency of Constant Proportion Portfolio Insurance strategies	0	0	1	67	1	1	6	202
On Path–dependency ofConstant Proportion Portfolio Insurance strategies	0	0	1	17	1	3	4	45
Portfolio performance of European target prices	0	0	2	7	0	0	5	14
Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk	0	0	1	20	1	3	11	101
Quadratic Portfolio Credit Risk models with Shot-noise Effects	0	0	0	160	1	2	2	556
Relativistically into Finance	0	3	10	30	0	5	27	73
Total Working Papers	1	8	37	1,587	16	42	212	5,851

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	0	4	1	2	3	17
Design risk: the curse of constant proportion portfolio insurance	3	3	5	5	4	5	8	8
In memoriam: Tomas Björk (1947–2021)	0	0	2	4	2	2	8	14
Investment Analysis of Autocallable Contingent Income Securities	1	1	1	1	1	2	5	6
Investors’ perspective on portfolio insurance	0	0	2	4	1	1	5	19
LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS	0	0	1	15	0	0	1	49
Neural Network Pricing of American Put Options	0	0	0	5	0	0	1	53
On recovery and intensity's correlation: a new class of credit risk models	0	0	0	0	0	1	1	1
On the Bias of the Unbiased Expectation Theory	0	0	0	2	0	1	4	9
Portfolio Performance of European Target Prices	0	0	0	1	0	0	2	6
Relativistic Option Pricing	0	0	1	16	0	1	2	39
Robo Advising and Investor Profiling	0	0	1	3	2	2	5	10
Total Journal Articles	4	4	13	60	11	17	45	231

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Statistics updated 2025-11-08