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Raquel Maria Medeiros Gaspar
AuthID:
R-000-F7P
Publications
Confirmed
To Validate
Document Source:
All
Document Type:
All Document Types
Article (11)
Editorial Material (1)
Article in Press (1)
Year Start - End:
2006
2007
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2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
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2024
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2014
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2012
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Order:
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Year Asc
Cit. WOS Dsc
IF WOS Dsc
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IF Scopus Dsc
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Results:
10
20
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50
Confirmed Publications: 13
1
TITLE:
Investors' perspective on portfolio insurance Expected utility vs prospect theories
Full Text
AUTHORS:
Gaspar, RM
; Silva, PM;
PUBLISHED:
2023
,
SOURCE:
PORTUGUESE ECONOMIC JOURNAL,
VOLUME:
22,
ISSUE:
1
INDEXED IN:
WOS
Handle
IN MY:
ORCID
2
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
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
:
2
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
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