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ORCIDAlejandro Balbás
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2020 – today
- 2022
[j15]Alejandro Balbás
, Beatriz Balbás, Raquel Balbás:
Pareto efficient buy and hold investment strategies under order book linked constraints. Ann. Oper. Res. 311(2): 945-965 (2022)- 2021
- [j14]Alejandro Balbás, Beatriz Balbás, Raquel Balbás:
Omega ratio optimization with actuarial and financial applications. Eur. J. Oper. Res. 292(1): 376-387 (2021)
2010 – 2019
- 2019
- [j13]Alejandro Balbás, José Garrido, Ramin Okhrati:
Good deal indices in asset pricing: actuarial and financial implications. Int. Trans. Oper. Res. 26(4): 1475-1503 (2019) - 2017
- [j12]Alejandro Balbás, Beatriz Balbás, Raquel Balbás:
VaR as the CVaR sensitivity: Applications in risk optimization. J. Comput. Appl. Math. 309: 175-185 (2017) - [j11]Alejandro Balbás, Beatriz Balbás, Raquel Balbás:
Differential equations connecting VaR and CVaR. J. Comput. Appl. Math. 326: 247-267 (2017) - 2016
- [j10]Alejandro Balbás, Beatriz Balbás, Raquel Balbás:
Good deals and benchmarks in robust portfolio selection. Eur. J. Oper. Res. 250(2): 666-678 (2016) - 2011
- [j9]Alejandro Balbás, Beatriz Balbás, Antonio J. Heras:
Stable solutions for optimal reinsurance problems involving risk measures. Eur. J. Oper. Res. 214(3): 796-804 (2011) - 2010
- [j8]Alejandro Balbás, Raquel Balbás, José Garrido:
Extending pricing rules with general risk functions. Eur. J. Oper. Res. 201(1): 23-33 (2010) - [j7]Alejandro Balbás, Beatriz Balbás, Raquel Balbás:
Minimizing measures of risk by saddle point conditions. J. Comput. Appl. Math. 234(10): 2924-2931 (2010)
2000 – 2009
- 2009
- [j6]Alejandro Balbás, Raquel Balbás, Silvia Mayoral:
Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm. Eur. J. Oper. Res. 192(2): 603-620 (2009) - 2008
- [j5]Alejandro Balbás, Beatriz Balbás, Inna Galperin, Efim A. Galperin:
Deterministic regression model and visual basic code for optimal forecasting of financial time series. Comput. Math. Appl. 56(10): 2757-2771 (2008) - 2007
- [j4]Alejandro Balbás, Raquel Balbás, Silvia Mayoral:
Risk-neutral valuation with infinitely many trading dates. Math. Comput. Model. 45(11-12): 1308-1318 (2007) - 2006
- [j3]Alejandro Balbás, Silvia Mayoral:
Nonconvex optimization for pricing and hedging in imperfect markets. Comput. Math. Appl. 52(1-2): 121-136 (2006) - 2003
- [j2]Alejandro Balbás, Efim A. Galperin, Pedro Jiménez Guerra:
Orthogonality in multiobjective optimization. Appl. Math. Lett. 16(3): 415-420 (2003) - 2001
- [j1]Alejandro Balbás, M. E. Ballvé, Pedro Jiménez Guerra:
Density theorems for ideal points in vector optimization. Eur. J. Oper. Res. 133(2): 260-266 (2001)
Coauthor Index
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