Raquel M. Gaspar
Universidade de Lisboa
Raquel M. Gaspar holds a PhD in Finance from the Stockholm School of Economics and presently holds the position of Associate Professor with Habilitation at ISEG, Universidade de Lisboa, where she coordinates the Master in Finance programme. Her area of expertise lies in stochastic finance, but she has also research work in broader areas such as risk management, structured products, and portfolio management. Her work has been presented in academic seminars and conferences worldwide and published both in academic journals and industry-oriented books. Besides her academic career, she has been occasionally involved in the industry as consultant, since 1998.
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Articles by Raquel M. Gaspar
Design risk: the curse of constant proportion portfolio insurance
The authors propose the concept of design risk and highlight how inadequately designed structured products or investment strategies can leave investors exposed to unintended risks.