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Beatriz Balbás
Beatriz Balbás
Professor of Finance
Verified email at uah.es
Title
Cited by
Cited by
Year
Optimal reinsurance with general risk measures
A Balbás, B Balbás, A Heras
Insurance: Mathematics and Economics 44 (3), 374-384, 2009
1592009
Optimal reinsurance under risk and uncertainty
A Balbás, B Balbás, R Balbás, A Heras
Insurance: Mathematics and Economics 60, 61-74, 2015
642015
CAPM and APT-like models with risk measures
A Balbás, B Balbás, R Balbás
Journal of Banking & Finance 34 (6), 1166-1174, 2010
442010
Stable solutions for optimal reinsurance problems involving risk measures
A Balbás, B Balbás, A Heras
European Journal of Operational Research 214 (3), 796-804, 2011
322011
Minimizing measures of risk by saddle point conditions
A Balbás, B Balbás, R Balbás
Journal of computational and applied mathematics 234 (10), 2924-2931, 2010
262010
Good deals and benchmarks in robust portfolio selection
A Balbás, B Balbás, R Balbás
European Journal of Operational Research 250 (2), 666-678, 2016
232016
Good deals in markets with friction
A Balbás, B Balbás, R Balbás
Quantitative Finance 13 (6), 827-836, 2013
202013
VaR as the CVaR sensitivity: Applications in risk optimization
A Balbás, B Balbás, R Balbás
Journal of Computational and Applied Mathematics 309, 175-185, 2017
152017
Outperforming benchmarks with their derivatives: Theory and empirical evidence
A Balbas, B Balbas, R Balbas
Journal of Risk 18 (4), 2016
152016
Differential equations connecting VaR and CVaR
A Balbás, B Balbás, R Balbás
Journal of Computational and Applied Mathematics 326, 247-267, 2017
112017
Omega ratio optimization with actuarial and financial applications
A Balbás, B Balbás, R Balbás
European Journal of Operational Research 292 (1), 376-387, 2021
102021
Golden options in financial mathematics
A Balbás, B Balbás, R Balbás
Mathematics and Financial Economics 13, 637-659, 2019
102019
Conditional tail expectation and premium calculation
A Heras, B Balbas, JL Vilar
ASTIN Bulletin: The Journal of the IAA 42 (1), 325-342, 2012
102012
Optimal reinsurance: A risk sharing approach
A Balbas, B Balbas, R Balbas
Risks 1 (2), 45-56, 2013
92013
Risk transference constraints in optimal reinsurance
A Balbás, B Balbás, R Balbás, A Heras
Insurance: Mathematics and Economics 103, 27-40, 2022
82022
Stability of the optimal reinsurance with respect to the risk measure
A Balbás, B Balbás, A Heras
42010
Optimal reinsurance with general risk functions
A Balbás, B Balbás, A Heras
Department of Mathematics and Statistics, Concordia University, 2008
42008
Capital requirements, good deals and portfolio insurance with risk measures
A Balbás, B Balbás, R Balbás
Universidad Carlos III de Madrid, 2010
32010
Deterministic regression model and visual basic code for optimal forecasting of financial time series
A Balbás, B Balbás, I Galperin, E Galperin
Computers & Mathematics with Applications 56 (10), 2757-2771, 2008
32008
Bidual representation of expectiles
A Balbás, B Balbás, R Balbás, JP Charron
Risks 11 (12), 220, 2023
22023
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