Beatriz Balbás

Publication Activity (10 Years)

Years Active: 2008-2022
Publications (10 Years): 5

Top Topics

Portfolio Optimization

Optimization Methods

Portfolio Selection

Mathematical Programming

Top Venues

J. Comput. Appl. Math.

Eur. J. Oper. Res.

Ann. 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, 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, 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)