Raquel Maria Medeiros Gaspar

Raquel Maria Medeiros Gaspar is an Associate Professor at the School of Economics and Management (ISEG), University of Lisbon, where she also serves as the scientific coordinator of the Master in Finance and is a member of the scientific committee of the Postgraduate Program in Financial Analysis. She holds a PhD in Finance from the Stockholm School of Economics and has advanced academic qualifications in Mathematics Applied to Economics and Management and Economics.

• Aggregation (Habilitation), Management Sciences, Finance, ISEG - University of Lisbon (2018)
• PhD in Finance, Stockholm School of Economics (2006)
• Master's Degree in Mathematics Applied to Economics and Management, ISEG - University of Lisbon (2001)
• Bachelor's Degree in Economics, Nova University of Lisbon (1998)

Her research spans stochastic finance, risk management, structured products, portfolio management, and financial modeling, with a strong emphasis on both theoretical and practical applications. She has published extensively in high-quality journals and contributed to industry-oriented books. Her work often intersects with computational methods, behavioral aspects of investing, and sustainability in finance.

The most recent articles (2023–2024) reveal a diverse research profile, combining traditional quantitative finance (e.g., CPPI design risk, risk parity) with emerging topics such as robo-advising, climate risk in agriculture, and neural network applications in option pricing. These contributions reflect a strong interdisciplinary approach, blending finance, economics, and computational techniques, with a noticeable focus on European financial markets and agricultural risk.

She actively contributes to the academic community through peer review and editorial board participation in international scientific journals.

Raquel M. Gaspar has supervised numerous Master’s theses and one PhD student, demonstrating a strong commitment to academic mentorship. Her professional experience includes industry collaboration since 1998, primarily as a consultant in structured products, bridging academic research with practical financial innovation. She has held teaching roles at ISEG and the Stockholm School of Economics.

She is involved in key academic programs at ISEG, particularly in finance education, and contributes to curriculum development and academic leadership through her coordination roles.