Beatriz Balbás

According to our database, Beatriz Balbás authored at least 8 papers between 2008 and 2022.

Collaborative distances:

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

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

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

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