Alejandro Balbás

According to our database, Alejandro Balbás authored at least 15 papers between 2001 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Pareto efficient buy and hold investment strategies under order book linked constraints.

Alejandro Balbás, Beatriz Balbás, Raquel Balbás

Ann. Oper. Res., 2022

2021

Omega ratio optimization with actuarial and financial applications.

Alejandro Balbás, Beatriz Balbás, Raquel Balbás

Eur. J. Oper. Res., 2021

2019

Good deal indices in asset pricing: actuarial and financial implications.

Alejandro Balbás, José Garrido, Ramin Okhrati

Int. Trans. Oper. Res., 2019

2017

Differential equations connecting VaR and CVaR.

Alejandro Balbás, Beatriz Balbás, Raquel Balbás

J. Comput. Appl. Math., 2017

VaR as the CVaR sensitivity: Applications in risk optimization.

Alejandro Balbás, Beatriz Balbás, Raquel Balbás

J. Comput. Appl. Math., 2017

2016

Good deals and benchmarks in robust portfolio selection.

Alejandro Balbás, Beatriz Balbás, Raquel Balbás

Eur. J. Oper. Res., 2016

2011

Stable solutions for optimal reinsurance problems involving risk measures.

Alejandro Balbás, Beatriz Balbás, Antonio J. Heras

Eur. J. Oper. Res., 2011

2010

Minimizing measures of risk by saddle point conditions.

Alejandro Balbás, Beatriz Balbás, Raquel Balbás

J. Comput. Appl. Math., 2010

Extending pricing rules with general risk functions.

Alejandro Balbás, Raquel Balbás, José Garrido

Eur. J. Oper. Res., 2010

2009

Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm.

Alejandro Balbás, Raquel Balbás, Silvia Mayoral

Eur. J. Oper. Res., 2009

2008

Deterministic regression model and visual basic code for optimal forecasting of financial time series.

Alejandro Balbás, Beatriz Balbás, Inna Galperin, Efim A. Galperin

Comput. Math. Appl., 2008

2007

Risk-neutral valuation with infinitely many trading dates.

Alejandro Balbás, Raquel Balbás, Silvia Mayoral

Math. Comput. Model., 2007

2006

Nonconvex optimization for pricing and hedging in imperfect markets.

Alejandro Balbás, Silvia Mayoral

Comput. Math. Appl., 2006

2003

Orthogonality in multiobjective optimization.

Alejandro Balbás, Efim A. Galperin, Pedro Jiménez Guerra

Appl. Math. Lett., 2003

2001

Density theorems for ideal points in vector optimization.

Alejandro Balbás, M. E. Ballvé, Pedro Jiménez Guerra

Eur. J. Oper. Res., 2001