Raquel Maria Medeiros Gaspar


AuthID: R-000-F7P

Confirmed Publications: 13



1
TITLE: Accuracy of European Stock Target Prices
AUTHORS: Almeida, J; Gaspar, RM ;
PUBLISHED: 2021, SOURCE: JOURNAL OF RISK AND FINANCIAL MANAGEMENT, VOLUME: 14, ISSUE: 9
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
2
TITLE: Investors' perspective on portfolio insurance Expected utility vs prospect theories  Full Text
AUTHORS: Gaspar, RM ; Silva, PM;
PUBLISHED: 2021, SOURCE: PORTUGUESE ECONOMIC JOURNAL
INDEXED IN: WOS
IN MY: ORCID
3
TITLE: Relativistic Option Pricing
AUTHORS: Carvalho, VH; Gaspar, RM ;
PUBLISHED: 2021, SOURCE: INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, VOLUME: 9, ISSUE: 2
INDEXED IN: WOS CrossRef
IN MY: ORCID
4
TITLE: Neural Network Pricing of American Put Options
AUTHORS: Gaspar, RM ; Lopes, SD; Sequeira, B;
PUBLISHED: 2020, SOURCE: RISKS, VOLUME: 8, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID
5
TITLE: Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk
AUTHORS: Beleza Sousa, JB ; Manuel L Esquivel ; Raquel M Gaspar ;
PUBLISHED: 2020, SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 14, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID
6
TITLE: Trust in Financial Markets: the Role of the Human Element  Full Text
AUTHORS: Gaspar, RM ; Henriques, PL; Corrente, AR;
PUBLISHED: 2020, SOURCE: RBGN-REVISTA BRASILEIRA DE GESTAO DE NEGOCIOS, VOLUME: 22, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
7
TITLE: Default propensity implicit in pulled to par V@R for bonds  Full Text
AUTHORS: Manuel L Esquivel ; Raquel M Gaspar ; Joao B Sousa ;
PUBLISHED: 2017, SOURCE: Discussiones Mathematicae Probability and Statistics, VOLUME: 37, ISSUE: 1-2
INDEXED IN: CrossRef: 1
IN MY: ORCID
8
TITLE: On swap rate dynamics: to freeze or not to freeze?  Full Text
AUTHORS: Gaspar, RM ; Pimentel, R;
PUBLISHED: 2017, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 94, ISSUE: 11
INDEXED IN: Scopus WOS CrossRef: 2
IN MY: ORCID
9
TITLE: Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation  Full Text
AUTHORS: Beleza Sousa, JB ; Esquivel, ML ; Gaspar, RM ;
PUBLISHED: 2015, SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 44, ISSUE: 10
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID
10
TITLE: Investment Analysis of Autocallable Contingent Income Securities  Full Text
AUTHORS: Rui Albuquerque; Raquel M Gaspar ; Allen Michel;
PUBLISHED: 2015, SOURCE: FINANCIAL ANALYSTS JOURNAL, VOLUME: 71, ISSUE: 3
INDEXED IN: WOS
IN MY: ORCID
Page 1 of 2. Total results: 13.

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