Skip to contents Balbás, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author] Expectile Linked Expected Shortfall Bounds Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Balbás, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author] Bidual Approaches in Risk Representation Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Balbas, Alejandro [Author]; Balbas, Beatriz [Author]; Balbas, Raquel [Author] Optimal reinsurance: A risk sharing approach Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2013 Balbás, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author]; Heras, Antonio [Author] Actuarial Pricing with Financial Methods Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Balbás, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author]; Heras, Antonio [Author] Risk transference constraints in optimal reinsurance Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Balbás de la Corte, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author]; Heras, Antonio [Author] Actuarial pricing with financial methods Articles View online Schließen > Access ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Scandinavian actuarial journal ; 2023(2023), 5, Seite 450-476 Balbás de la Corte, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author]; Charron, Jean-Philippe [Author] Bidual representation of expectiles Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Risks ; 11(2023), 12 vom: Dez., Artikel-ID 220, Seite 1-21 Balbás, Alejandro; Balbás, Raquel Minimax strategies and duality with applications in financial mathematics Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2011 Published in: Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas, 105 (2011) 2, Seite 291-303 Balbás, Alejandro; Balbás, Raquel Compatibility between pricing rules and risk measures: The CCVaR Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2009 Published in: Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas, 103 (2009) 2, Seite 251-264 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Buy and Hold Golden Strategies in Financial Markets With Frictions and Depth Constraints Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2024 Published in: SSRN Electronic Journal (2024) Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2023 Published in: Applied Mathematical Finance, 30 (2023) 5, Seite 231-248 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Expectile Linked Expected Shortfall Bounds Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2023 Published in: SSRN Electronic Journal (2023) Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Lambda-Quantiles as Fixed Points Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2023 Published in: SSRN Electronic Journal (2023) Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Pareto efficient buy and hold investment strategies under order book linked constraints Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2022 Published in: Annals of Operations Research, 311 (2022) 2, Seite 945-965 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Golden options in financial mathematics Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2019 Published in: Mathematics and Financial Economics, 13 (2019) 4, Seite 637-659 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Differential equations connecting VaR and CVaR Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: Journal of Computational and Applied Mathematics, 326 (2017), Seite 247-267 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel VaR as the CVaR sensitivity: Applications in risk optimization Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: Journal of Computational and Applied Mathematics, 309 (2017), Seite 175-185 BALBÁS, ALEJANDRO; BALBÁS, BEATRIZ; BALBÁS, RAQUEL Good deals in markets with friction Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2013 Published in: Quantitative Finance, 13 (2013) 6, Seite 827-836 Balbas, Alejandro; Balbas, Beatriz; Balbas, Raquel Optimal Reinsurance: A Risk Sharing Approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2013 Published in: Risks, 1 (2013) 2, Seite 45-56 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel CAPM and APT-like models with risk measures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2010 Published in: Journal of Banking & Finance, 34 (2010) 6, Seite 1166-1174
Balbás, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author] Expectile Linked Expected Shortfall Bounds Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Balbás, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author] Bidual Approaches in Risk Representation Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Balbas, Alejandro [Author]; Balbas, Beatriz [Author]; Balbas, Raquel [Author] Optimal reinsurance: A risk sharing approach Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2013
Balbás, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author]; Heras, Antonio [Author] Actuarial Pricing with Financial Methods Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Balbás, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author]; Heras, Antonio [Author] Risk transference constraints in optimal reinsurance Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Balbás de la Corte, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author]; Heras, Antonio [Author] Actuarial pricing with financial methods Articles View online Schließen > Access ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Scandinavian actuarial journal ; 2023(2023), 5, Seite 450-476
Balbás de la Corte, Alejandro [Author]; Balbás, Beatriz [Author]; Balbás, Raquel [Author]; Charron, Jean-Philippe [Author] Bidual representation of expectiles Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Risks ; 11(2023), 12 vom: Dez., Artikel-ID 220, Seite 1-21
Balbás, Alejandro; Balbás, Raquel Minimax strategies and duality with applications in financial mathematics Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2011 Published in: Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas, 105 (2011) 2, Seite 291-303
Balbás, Alejandro; Balbás, Raquel Compatibility between pricing rules and risk measures: The CCVaR Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2009 Published in: Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas, 103 (2009) 2, Seite 251-264
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Buy and Hold Golden Strategies in Financial Markets With Frictions and Depth Constraints Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2024 Published in: SSRN Electronic Journal (2024)
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2023 Published in: Applied Mathematical Finance, 30 (2023) 5, Seite 231-248
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Expectile Linked Expected Shortfall Bounds Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2023 Published in: SSRN Electronic Journal (2023)
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Lambda-Quantiles as Fixed Points Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2023 Published in: SSRN Electronic Journal (2023)
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Pareto efficient buy and hold investment strategies under order book linked constraints Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2022 Published in: Annals of Operations Research, 311 (2022) 2, Seite 945-965
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Golden options in financial mathematics Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2019 Published in: Mathematics and Financial Economics, 13 (2019) 4, Seite 637-659
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Differential equations connecting VaR and CVaR Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: Journal of Computational and Applied Mathematics, 326 (2017), Seite 247-267
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel VaR as the CVaR sensitivity: Applications in risk optimization Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: Journal of Computational and Applied Mathematics, 309 (2017), Seite 175-185
BALBÁS, ALEJANDRO; BALBÁS, BEATRIZ; BALBÁS, RAQUEL Good deals in markets with friction Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2013 Published in: Quantitative Finance, 13 (2013) 6, Seite 827-836
Balbas, Alejandro; Balbas, Beatriz; Balbas, Raquel Optimal Reinsurance: A Risk Sharing Approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2013 Published in: Risks, 1 (2013) 2, Seite 45-56
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel CAPM and APT-like models with risk measures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2010 Published in: Journal of Banking & Finance, 34 (2010) 6, Seite 1166-1174
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