The following pages link to Raquel Balbás (Q313596):
Displaying 16 items.
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Vector risk functions (Q1762365) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← 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)
- Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- Good deals in markets with friction (Q5397420) (← links)
- Compatibility between pricing rules and risk measures: The CCVaR (Q5852466) (← links)
- Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints (Q6569104) (← links)
