Beatriz Balbás

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

This page was built for person: Beatriz Balbás