Beatriz Balbás

Available identifiers

zbMath Open balbas.beatrizMaRDI QIDQ313595

List of research outcomes

Publication	Date of Publication	Type
Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints	2024-07-08	Paper
Actuarial pricing with financial methods	2023-06-09	Paper
Pareto efficient buy and hold investment strategies under order book linked constraints	2022-06-30	Paper
Risk transference constraints in optimal reinsurance	2022-03-10	Paper
Omega ratio optimization with actuarial and financial applications	2021-06-07	Paper
Golden options in financial mathematics	2019-08-30	Paper
Differential equations connecting VaR and CVaR	2017-08-01	Paper
Good deals and benchmarks in robust portfolio selection	2016-10-07	Paper
VaR as the CVaR sensitivity: applications in risk optimization	2016-09-12	Paper
Optimal reinsurance under risk and uncertainty	2015-03-13	Paper
Good deals in markets with friction	2014-02-20	Paper
Conditional Tail Expectation and Premium Calculation	2013-12-12	Paper
Stable solutions for optimal reinsurance problems involving risk measures	2011-08-19	Paper
Minimizing measures of risk by saddle point conditions	2010-07-20	Paper
Deterministic regression model and visual basic code for optimal forecasting of financial time series	2009-07-17	Paper
Optimal reinsurance with general risk measures	2009-06-10	Paper

Research outcomes over time

This page was built for person: Beatriz Balbás