The following pages link to Alejandro Balbas (Q1309918):
Displaying 50 items.
- (Q208956) (redirect page) (← links)
- (Q313594) (redirect page) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Sensitivity of Pareto solutions in multiobjective optimization (Q852108) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Hedging interest rate risk by optimization in Banach spaces (Q995956) (← links)
- Sensitivity in multiobjective optimization: The generalized envolvent theorem (Q999588) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Sensitivity and optimality conditions in the multiobjective differential programming (Q1276483) (← links)
- Duality theory for infinite-dimensional multiobjective linear programming (Q1309919) (← links)
- The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets. (Q1416296) (← links)
- Orthogonality in multiobjective optimization (Q1431953) (← links)
- Vector risk functions (Q1762365) (← links)
- Nonsmooth nonconvex global optimization in a Banach space with a basis (Q1767923) (← links)
- Radial solutions and orthogonal trajectories in multiobjective global optimization (Q1812058) (← links)
- Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984) (← links)
- Stochastic measures of arbitrage. (Q1871422) (← links)
- On the envolvent theorem in multiobjective programming (Q1911818) (← links)
- Sensitivity analysis for convex multiobjective programming in abstract spaces (Q1922950) (← links)
- Good deals and compatible modification of risk and pricing rule: a regulatory treatment (Q1932549) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← links)
- Constructing dynamic life tables with a single-factor model (Q2026541) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
- Golden options in financial mathematics (Q2323338) (← links)
- Deterministic regression model and visual basic code for optimal forecasting of financial time series (Q2389523) (← links)
- Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
- Infinitely many securities and the fundamental theorem of asset pricing (Q2462246) (← links)
- Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- (Q2872749) (← links)
- (Q3512416) (← links)
- (Q3767547) (← links)
- Representation of operators by bilinear integrals (Q3786988) (← links)
- (Q3799158) (← links)
- (Q4269761) (← links)
- (Q4316232) (← links)
- (Q4459805) (← links)
- (Q4789001) (← links)
- (Q4802640) (← links)
- Good deals in markets with friction (Q5397420) (← links)
- Compatibility between pricing rules and risk measures: The CCVaR (Q5852466) (← links)
- Martingales and arbitrage: a new look (Q5852467) (← links)
- Density theorems for ideal points in vector optimization (Q5946142) (← links)
- Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints (Q6569104) (← links)
