Alejandro Balbás

15 papers Journal 15
YearRankTypeTitle / Venue / Authors
2022 J jnl
Pareto efficient buy and hold investment strategies under order book linked constraints.
Ann. Oper. Res.
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
2021 J jnl
Omega ratio optimization with actuarial and financial applications.
Eur. J. Oper. Res.
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
2019 J jnl
Good deal indices in asset pricing: actuarial and financial implications.
Int. Trans. Oper. Res.
Alejandro Balbás, José Garrido, Ramin Okhrati
2017 J jnl
Differential equations connecting VaR and CVaR.
J. Comput. Appl. Math.
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
2017 J jnl
VaR as the CVaR sensitivity: Applications in risk optimization.
J. Comput. Appl. Math.
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
2016 J jnl
Good deals and benchmarks in robust portfolio selection.
Eur. J. Oper. Res.
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
2011 J jnl
Stable solutions for optimal reinsurance problems involving risk measures.
Eur. J. Oper. Res.
Alejandro Balbás, Beatriz Balbás, Antonio J. Heras
2010 J jnl
Extending pricing rules with general risk functions.
Eur. J. Oper. Res.
Alejandro Balbás, Raquel Balbás, José Garrido
2010 J jnl
Minimizing measures of risk by saddle point conditions.
J. Comput. Appl. Math.
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
2009 J jnl
Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm.
Eur. J. Oper. Res.
Alejandro Balbás, Raquel Balbás, Silvia Mayoral
2008 J jnl
Deterministic regression model and visual basic code for optimal forecasting of financial time series.
Comput. Math. Appl.
Alejandro Balbás, Beatriz Balbás, Inna Galperin, Efim A. Galperin
2007 J jnl
Risk-neutral valuation with infinitely many trading dates.
Math. Comput. Model.
Alejandro Balbás, Raquel Balbás, Silvia Mayoral
2006 J jnl
Nonconvex optimization for pricing and hedging in imperfect markets.
Comput. Math. Appl.
Alejandro Balbás, Silvia Mayoral
2003 J jnl
Orthogonality in multiobjective optimization.
Appl. Math. Lett.
Alejandro Balbás, Efim A. Galperin, Pedro Jiménez Guerra
2001 J jnl
Density theorems for ideal points in vector optimization.
Eur. J. Oper. Res.
Alejandro Balbás, M. E. Ballvé, Pedro Jiménez Guerra