The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Mayoral Blaya, Silvia smayoral@emp.uc3m.es

Economía de la Empresa / Universidad Carlos III de Madrid

Publications

Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean.

  • Gzyl ., Henryk
  • Mayoral Blaya, Silvia

STATISTICA NEERLANDICA (p. 228-243) - 2/2024

10.1111/stan.12314 View at source

  • EISSN 1467-9574
  • ISSN 0039-0402

How to keep your portfolio close in risk y diversification to a desired benchmark

  • Arratia, Argimiro
  • Gzyl ., Henryk
  • Mayoral Blaya, Silvia

Computational Economics (p. 17) - 10/2023

10.1007/s10614-023-10485-1 View at source

  • EISSN 1572-9974
  • ISSN 0927-7099

Cannibalization, depredation, and market remuneration of power plants

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia

Energy Policy (p. 1-14) - 8/2022

10.1016/j.enpol.2022.113086 View at source

  • EISSN 1873-6777
  • ISSN 0301-4215
Open Access

Tracking a Well Diversified Portfolio with Maximum Entropy in the Mean

  • Arratia, Argimiro
  • Gzyl, Henryk
  • Mayoral Blaya, Silvia

Mathematics (p. 557-1-557-14) - 2/2022

https://doi.org/10.3390/math10040557 View at source

  • ISSN 2227-7390
Open Access

Using a hedging network to minimize portfolio risk

  • Mayoral Blaya, Silvia
  • Moreno Muñoz, Jesus David
  • Zareei, Abalfazl

Finance Research Letters (p. 1-6) - 1/2022

https://doi.org/10.1016/j.frl.2021.102044 View at source

  • EISSN 1544-6131
  • ISSN 1544-6123
Open Access

Numerical approach to the risk capital allocation problem

  • Gzyl ., Henryk
  • Mayoral Blaya, Silvia

Journal of Risk (p. 55-78) - 7/2021

10.21314/jor.2021.009 View at source

  • EISSN 1755-2842
  • ISSN 1465-1211
Open Access

Tail risk of electricity futures

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia

Energy Economics (p. 1-16) - 9/2020

https://doi.org/10.1016/j.eneco.2020.104886 View at source

  • EISSN 1873-6181
  • ISSN 0140-9883
Open Access

Maximum entropy methods for loss data aggregation and disaggregation problems

  • Gomes Gonçalves, Erika
  • Gzyl Buchholz, Henryk
  • Mayoral Blaya, Silvia

Entropy (Entropy) (p. 1-20) - 8/2019

10.3390/e21080762 View at source

  • ISSN 1099-4300

Sample dependence of risk premiums

  • Gzyl ., Henryk
  • Mayoral Blaya, Silvia
  • Gonçalves Pereira, Erika Patricia

Journal of Operational Risk (p. 21-37) - 6/2019

10.21314/jop.2019.222 View at source

  • EISSN 1755-2710
  • ISSN 1744-6740

Calibration of short rate term structure models from bid-ask coupon bond prices

  • Gomes Goncalves, Erika
  • Gzyl ., Henryk
  • Mayoral Blaya, Silvia

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (p. 1456-1472) - 2/2018

https://doi.org/10.1016/j.physa.2017.11.073 View at source

  • EISSN 1873-2119
  • ISSN 0378-4371
Open Access

Productos financieros para la transición energética

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia

2020

Editor: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

  • ISBN 978-84-17609-41-2

Loss Data Analysis: the Maximum Entropy Approach

  • Gzyl ., Henryk
  • Mayoral Blaya, Silvia
  • Gonçalves Pereira, Erika Patricia

2018

Editor: De Gruyter

https://doi.org/10.1515/9783110516074 View at source

  • ISBN 978-3-11-051607-4

Corporation as a Crucial Ally Against Corruption. In: Globalization and the Good Corporation

  • Castro Reyes, Enrique
  • Alvarez Arce, Jose Luis
  • Mayoral Blaya, Silvia

Globalization and the Good Corporation - 1/2011

Editor: SPRINGER

  • ISBN 978-94-007-0239-4

Application of the Method of Maximum Entropy in Mean to Finance

  • Mayoral Blaya, Silvia

Calgary Seminar in Financial Mathematics - 2008

A Theory of Inefficient Quotes, Empirical Evidence in Options Markets

  • Mayoral Blaya, Silvia

XVI Foro de las finanzas - 2008

Determination of the Probability Distribution Measures from Market Option Prices using the Method of Maximum Entropy in the Mean

  • Gzyl Buchholz, Henryk
  • Mayoral Blaya, Silvia

Applied Mathematical Finance (Applied Mathematical Finance) (p. 299-312) - 6/2008

https://doi.org/10.1080/1350486x.2011.621354 View at source

  • ISSN 1350-486X

This researcher has no working papers.

This researcher has no technical reports.

PID2020-115744RB-I00 - NUEVOS INSTRUMENTOS FINANCIEROS PARA LA TRANSICIÓN ENERGÉTICA

  • Rodriguez Lopez, Rosa
  • Peña Sanchez De Rivera, Juan Ignacio
  • Mayoral Blaya, Silvia
  • Serrano Jimenez, Pedro Jose
  • Floropoulos, Nikolaos
  • Colas, Baptiste Emile Jules

Period: 01-09-2021 - 31-08-2025

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

Productos financieros para la transición energética: situación actual, perspectivas de futuro e implicaciones regulatorias

  • Peña Sanchez De Rivera, Juan Ignacio
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia

Period: 17-10-2019 - 16-02-2020

Type of funding: Regional

Funding entity: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

S2015/HUM-3353 - EARLYFIN-CM. Nuevas formas de financiación de la innovación.

  • Bonache Perez, Jaime Alfonso
  • Tribo Gine, Jose Antonio
  • Balbas De La Corte, Alejandro
  • Muñoz Bullon, Fernando
  • Peña Sanchez De Rivera, Juan Ignacio
  • Samartin Saenz, Margarita
  • Gutierrez Urtiaga, Maria
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia
  • Ruiz Verdu, Pablo
  • Moreno Muñoz, Jesus David
  • Barra Zavaleta, Eduardo
  • Melero Martin, Eduardo
  • Palomeras Vilches, Neus
  • Zarraga Oberty, Celia Maria
  • Sanchez Bueno, Maria Jose
  • Stirpe, Luigi
  • Penalva Zuasti, Jose Sebastian
  • Dias Dos Reis, Samira
  • Martinez Miera, David
  • Guo Zhong, Bing
  • Toldra Simats, Anna
  • Castello Molina, Maria Itziar
  • Marin Vigueras, Jose Maria
  • Bellon Nuñez-mera, Carlos
  • Vicente Rodriguez, Sergio
  • Ali, Ayfer Habib
  • Ekinci, Emre
  • Majid, Faiza
  • Kavadis, Nikolaos
  • Vazquez Lopez, Antonio
  • Von Hippel, Eric
  • Lee, Hyun Jung
  • Dobrajska, Magdalena
... View more Collapse

Period: 01-01-2016 - 30-06-2019

Type of funding: Regional

Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION

ECO2012-36559 - La complementariedad entre los Mecanismos de gobierno corporativo de la empresa y su efecto en las decisiones de informacion, Financiacion e inversion

  • Tribo Gine, Jose Antonio
  • Gutierrez Urtiaga, Maria
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia
  • Figuerola-ferretti Garrigues, Isabel
  • Lopes Mariano, Beatriz Jose
  • Penalva Zuasti, Jose Sebastian
  • Malagon Penen, Juliana
  • Papiashvili, Nino
  • Toldra Simats, Anna
... View more Collapse

Period: 01-01-2013 - 30-06-2017

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

CCG10-UC3M/HUM-5237 - Grupo de Investigación Economía Financiera

  • Moreno Muñoz, Jesus David
  • Gutierrez Urtiaga, Maria
  • Mayoral Blaya, Silvia
  • Penalva Zuasti, Jose Sebastian
  • Serrano Jimenez, Pedro Jose
  • Malagon Penen, Juliana

Period: 01-01-2011 - 29-02-2012

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

ECO2009-10796 - La responsabilidad social de las empresas y de los bancos: efectos financieros en las inversiones en I+D

  • Tribo Gine, Jose Antonio
  • Gutierrez Urtiaga, Maria
  • Rodriguez Lopez, Rosa
  • Mayoral Blaya, Silvia
  • Figuerola-ferretti Garrigues, Isabel
  • Lopes Mariano, Beatriz Jose
  • Penalva Zuasti, Jose Sebastian
... View more Collapse

Period: 01-01-2010 - 31-12-2012

Type of funding: National

Funding entity: MINISTERIO DE CIENCIA E INNOVACION

Análisis económico y financiero para la valoración sectorial de activos

  • Mayoral Blaya, Silvia
  • Abad Diaz, David
  • Balboa Ramon, Marina
  • Leon Valle, Angel Manuel
  • Nieto Domenech, Belen Adoracion
  • Rubia Serrano, Antonio

Period: 27-04-2010 - 27-04-2012

Type of funding: National

Funding entity: VALORACIONES MEDITERRANEO S.A.

SEJ2006-15401-C04-03 - Optimización y Economía Financiera.

  • Balbas De La Corte, Alejandro
  • Garrido Manso, Jose
  • Mayoral Blaya, Silvia
  • Lopez Gonzalez, Susana
  • Perez Fructuoso, Maria Jose
  • Downarowicz, Anna
  • Balbas Aparicio, Raquel
  • Glavan, Silviu-ionut
... View more Collapse

Period: 01-10-2006 - 30-09-2009

Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION

Maxentropic and quantitative methods in operational risk modeling

  • Gomes Gonçalves, Erika Patricia
  • Mayoral Blaya, Silvia

Reading date: 28-09-2016

This researcher has no patents or software licenses.

Last data update: 11/28/24 6:56 AM