Raquel M. Gaspar

University of Lisbon — Portugal

Economics, Econometrics and Finance · Social Sciences

8h-index264citations85works0.82yr avg
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Research Topics

Stochastic processes and financial applications(42), Financial Markets and Investment Strategies(25), Credit Risk and Financial Regulations(25), Financial Risk and Volatility Modeling(16), Insurance and Financial Risk Management(15)

Publications85 total

On Model Improvement Algorithms—Generalised Linear Models and Neural Networks
Mathematics·2026Open Access
Predicting financial distress in Iberian farms: unveiling the fragility of small-scale agriculture
Spanish Journal of Agricultural Research·2026Open Access
Nonparametric Market-Implied Greeks
The Journal of Derivatives·2026
<p>Insurance Products with Guarantees in an Affine Setting</p>
SSRN Electronic Journal·2026Open Access
Global patterns in consumer confidence and stock returns
International Review of Economics & Finance·2025Open Access
Insurance products with guarantees in an affine setting
arXiv (Cornell University)·2025Open Access
Survival Analysis for Credit Risk: A Dynamic Approach for Basel IRB Compliance
Risks·2025Open Access
Genetic variance in spider mites reveals trade-offs: lines with higher growth rate suffer stronger competition but exert stronger reproductive interference
2025Open Access
Global Patterns in Consumer Confidence and Stock Returns
SSRN Electronic Journal·2025Open Access
Option Pricing: Quality Versus Quantity in the Era Of  Big Data
SSRN Electronic Journal·2025Open Access
Financial Literacy, Risk Tolerance, and Portfolio Choice: Evidence from Portuguese Investors
SSRN Electronic Journal·2025Open Access
Practical Applications of On Risk Parity Performance
Practical Applications·2024
A Review on Climate Change, Credit Risk and Agriculture
Rural Sustainability Research·2024· 5 citedOpen Access
Robo Advising and Investor Profiling
FinTech·2024· 8 citedOpen Access
On Risk Parity Performance
The Journal of Portfolio Management·2024· 1 cited
Financial Distress in European Vineyards and Olive Groves
New Medit·2024Open Access
Consumer Confidence and Stock Markets' Returns
SSRN Electronic Journal·2024Open Access
Design risk: the curse of constant proportion portfolio insurance
The Journal of Investment Strategies·2024· 1 cited
On the Bias of the Unbiased Expectation Theory
Mathematics·2023Open Access
Robo Advising and Investor Profiling
Preprints.org·2023Open Access
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Frequent Co-authors

João Beleza Sousa(7), Manuel L. Esquível(6), Thorsten Schmidt(4), Irina Slinko(3), Agatha Murgoci(2), Paulo M. Silva(2), Mário Santiago Céu(2), Rita Pimentel(2), Rui Albuquerque(2), Allen Michel(2), J. M. M. Sousa(1), Sara Lopes(1), Bernardo Sequeira(1), Madalena Oliveira(1), Alfredo D. Egı́dio dos Reis(1), Ana T. Vicente(1), Renato França(1), Hugo Sousa(1), Jorge Costa(1), Elsa Assiaty de L. A. Agostinho(1)