Raquel Balbás

According to our database, Raquel Balbás authored at least 9 papers between 2007 and 2022.

Collaborative distances:

• Dijkstra number of six.
• 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

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

2007

Risk-neutral valuation with infinitely many trading dates.

Alejandro Balbás, Raquel Balbás, Silvia Mayoral

Math. Comput. Model., 2007