Raquel Balbás

Available identifiers

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
Minimax strategies and duality with applications in financial mathematics	2012-12-05	Paper
Vector risk functions	2012-11-23	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
Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm	2009-04-08	Paper
Risk-neutral valuation with infinitely many trading dates	2008-02-22	Paper

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