Alejandro Balbas

Available identifiers

zbMath Open balbas.alejandroMaRDI QIDQ1309918

List of research outcomes

Publication	Date of Publication	Type
Actuarial pricing with financial methods	2023-06-09	Paper
Vector Optimization Approach For Pricing And Hedging In Imperfect Markets	2023-05-05	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
Constructing dynamic life tables with a single-factor model	2021-05-19	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
https://portal.mardi4nfdi.de/entity/Q2872749	2014-01-15	Paper
Good deals and compatible modification of risk and pricing rule: a regulatory treatment	2013-01-20	Paper
Minimax strategies and duality with applications in financial mathematics	2012-12-05	Paper
Vector risk functions	2012-11-23	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
Compatibility between pricing rules and risk measures: The CCVaR	2010-01-27	Paper
Martingales and arbitrage: a new look	2010-01-27	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
Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm	2009-04-08	Paper
Sensitivity in multiobjective optimization: The generalized envolvent theorem	2009-02-04	Paper
https://portal.mardi4nfdi.de/entity/Q3512416	2008-07-11	Paper
Nonconvex optimization for pricing and hedging in imperfect markets	2008-04-17	Paper
Risk-neutral valuation with infinitely many trading dates	2008-02-22	Paper
Infinitely many securities and the fundamental theorem of asset pricing	2007-11-26	Paper
Hedging interest rate risk by optimization in Banach spaces	2007-09-10	Paper
Sensitivity of Pareto solutions in multiobjective optimization	2006-11-27	Paper
Nonsmooth nonconvex global optimization in a Banach space with a basis	2005-03-08	Paper
Orthogonality in multiobjective optimization	2004-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q4459805	2004-05-18	Paper
The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets.	2003-12-14	Paper
Stochastic measures of arbitrage.	2003-07-13	Paper
Radial solutions and orthogonal trajectories in multiobjective global optimization	2003-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q4802640	2003-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q4789001	2003-04-14	Paper
Projective system approach to the martingale characterization of the absence of arbitrage	2003-03-23	Paper
Density theorems for ideal points in vector optimization	2002-12-10	Paper
https://portal.mardi4nfdi.de/entity/Q4269761	2000-05-04	Paper
Sensitivity and optimality conditions in the multiobjective differential programming	1999-04-27	Paper
Sensitivity analysis for convex multiobjective programming in abstract spaces	1996-09-30	Paper
On the envolvent theorem in multiobjective programming	1996-07-03	Paper
https://portal.mardi4nfdi.de/entity/Q4316232	1994-12-14	Paper
Duality theory for infinite-dimensional multiobjective linear programming	1993-12-20	Paper
Representation of operators by bilinear integrals	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3799158	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3767547	1984-01-01	Paper

Research outcomes over time

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