Investors' perspective on portfolio insurance: expected utility versus prospect theories
R. M. Gaspar and P. M. Silva
Portuguese Economic Journal 22, 49-79 (2023).
Accuracy of European Stock Target Prices
J. Almeida and R. M. Gaspar
Journal of Risk and Financial Management 14, 443 (2021).
Efficiency of Microfinance Institutions: Analysis of Southern African Development Community (SADC) Member Countries
E. A. Agostinho and R. M. Gaspar
Journal of Business & Economic Policy 8, 12-23 (2021).
Portfolio Insurance Investments: Friend or Foe? Expected Utility Theory vs Prospect Theory
R. M. Gaspar and P. M. Silva
Portuguese Economic Journal, (2021).
Relativistic Option Pricing
V. H. Carvalho and R. M. Gaspar
International Journal of Financial Studies 9, 1-24 (2021).
Neural Network Pricing of American Put Options
R. M. Gaspar, S. D. Lopes and B. Sequeira
Risks 8, 73 (2020).
Pulled-to-par returns for zero coupon bonds: historical simulation value-at-risk
J. Beleza Sousa, M. Esquível and R. M. Gaspar
Journal of Statistical Theory and Practice 2020, 14-30 (2020).
Trust in Financial Markets: the Role of the Human Element
R. M. Gaspar, P. L. Henriques and A. R. Corrente
REVISTA BRASILEIRA DE GESTÃO DE NEGÓCIOS 22, 647-668 (2020).
Default propensity implicit in pulled to par VaR for bonds
M. Esquível, R. M. Gaspar and J. B. Sousa
Discussiones Mathematicae: Probability and Statistics, to appear (2017).
On Swap Rate Dynamics: To Freeze or Not to Freeze?
R. M. Gaspar and R. Pimentel
International Journal of Computer Mathematics, to appear (2017).
Mean-Variance Theory: applications and risks
R. M. Gaspar
AEdition ISBN: 978-989-20-9276-8, (2018).
On path-dependency of constant proportion portfolio insurance strategies
J. Carvalho and R. M. Gaspar
preprint (2018).
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