Alejandro Balbás

Publication Activity (10 Years)

Years Active: 2001-2022
Publications (10 Years): 6

Top Topics

Investment Strategies

Portfolio Selection

Mathematical Programming

Convertible Bonds

Top Venues

J. Comput. Appl. Math.

Eur. J. Oper. Res.

Ann. Oper. Res.

Int. Trans. Oper. Res.

Publications

Alejandro Balbás, Beatriz Balbás, Raquel Balbás
Pareto efficient buy and hold investment strategies under order book linked constraints. Ann. Oper. Res. 311 (2) (2022)
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
Omega ratio optimization with actuarial and financial applications. Eur. J. Oper. Res. 292 (1) (2021)
Alejandro Balbás, José Garrido, Ramin Okhrati
Good deal indices in asset pricing: actuarial and financial implications. Int. Trans. Oper. Res. 26 (4) (2019)
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
Differential equations connecting VaR and CVaR. J. Comput. Appl. Math. 326 (2017)
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
VaR as the CVaR sensitivity: Applications in risk optimization. J. Comput. Appl. Math. 309 (2017)
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
Good deals and benchmarks in robust portfolio selection. Eur. J. Oper. Res. 250 (2) (2016)
Alejandro Balbás, Beatriz Balbás, Antonio Heras
Stable solutions for optimal reinsurance problems involving risk measures. Eur. J. Oper. Res. 214 (3) (2011)
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
Minimizing measures of risk by saddle point conditions. J. Comput. Appl. Math. 234 (10) (2010)
Alejandro Balbás, Raquel Balbás, José Garrido
Extending pricing rules with general risk functions. Eur. J. Oper. Res. 201 (1) (2010)
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) (2009)
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) (2008)
Alejandro Balbás, Raquel Balbás, Silvia Mayoral
Risk-neutral valuation with infinitely many trading dates. Math. Comput. Model. 45 (11-12) (2007)
Alejandro Balbás, Silvia Mayoral
Nonconvex optimization for pricing and hedging in imperfect markets. Comput. Math. Appl. 52 (1-2) (2006)
Alejandro Balbás, Efim A. Galperin, Pedro Jiménez Guerra
Orthogonality in multiobjective optimization. Appl. Math. Lett. 16 (3) (2003)
Alejandro Balbás, M. E. Ballvé, Pedro Jiménez Guerra
Density theorems for ideal points in vector optimization. Eur. J. Oper. Res. 133 (2) (2001)