Raquel Balbás
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Person:313596
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 |
| Minimax strategies and duality with applications in financial mathematics Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM | 2012-12-05 | Paper |
| Vector risk functions Mediterranean Journal of Mathematics | 2012-11-23 | Paper |
| Minimizing measures of risk by saddle point conditions Journal of Computational and Applied Mathematics | 2010-07-20 | Paper |
| Compatibility between pricing rules and risk measures: The CCVaR Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas | 2010-01-27 | Paper |
| Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm European Journal of Operational Research | 2009-04-08 | Paper |
| Risk-neutral valuation with infinitely many trading dates Mathematical and Computer Modelling | 2008-02-22 | Paper |
Research outcomes over time
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