The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:
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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.
Mayoral Blaya, Silvia smayoral@emp.uc3m.es
Publications
- Articles 24
- Books 2
- Book chapters 1
- Conferences 3
- Working papers 0
- Technical reports 0
- Research projects 8
- Supervised theses 1
- Patent or software license 0
Data-Driven Smooth Tests for the Martingale Difference Hypothesis
- Escanciano Reyero, Juan Carlos
- Mayoral Blaya, Silvia
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 1983-1998) - 8/2010
https://doi.org/10.1016/j.csda.2010.02.023 View at source
- EISSN 1872-7352
- ISSN 0167-9473
Portfolio Choice and Optimal Hedging with General Risk functions: A Simplex-like Algorithm
- Balbas De La Corte, Alejandro
- Balbas Aparicio, Raquel
- Mayoral Blaya, Silvia
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 603-620) - 1/2009
https://doi.org/10.1016/j.ejor.2007.09.028 View at source
- EISSN 1872-6860
- ISSN 0377-2217
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
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
Density Reconstructions with Errors in the Data
- Gonçalves Pereira, Erika Patricia
- Gzyl ., Henryk
- Mayoral Blaya, Silvia
Entropy (Entropy) (p. 3257-3272) - 6/2014
https://doi.org/10.3390/e16063257 View at source
- ISSN 1099-4300
Maximum entropy methods for loss data aggregation and disaggregation problems
- Gomes Gonçalves, Erika
- Gzyl ., Henryk
- Gonçalves Pereira, Erika Patricia
- Gzyl Buchholz, Henryk
- Mayoral Blaya, Silvia
Entropy (Entropy) (p. 1-20) - 8/2019
10.3390/e21080762 View at source
- ISSN 1099-4300
Maxentropic Solutions to a Convex Interpolation Problem Motivated by Utility Theory
- Gzyl Buchholz, Henryk
- Mayoral Blaya, Silvia
Entropy (Entropy) (p. 153-171) - 4/2017
https://doi.org/10.3390/e19040153 View at source
- ISSN 1099-4300
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
A Method for Determining Risk Aversion Functions from Uncertain Market Prices of Risk
- Gzyl Buchholz, Henryk
- Mayoral Blaya, Silvia
INSURANCE MATHEMATICS & ECONOMICS (p. 84-89) - 8/2010
https://doi.org/10.1016/j.insmatheco.2010.03.011 View at source
- EISSN 1873-5959
- ISSN 0167-6687
Loss data analysis: Analysis of the sample dependence in density reconstruction by maxentropic methods
- Gonçalves Pereira, Erika Patricia
- Gzyl ., Henryk
- Mayoral Blaya, Silvia
INSURANCE MATHEMATICS & ECONOMICS (p. 145-153) - 11/2016
https://doi.org/10.1016/j.insmatheco.2016.08.007 View at source
- EISSN 1873-5959
- ISSN 0167-6687
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
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
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
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
Application of the Method of Maximum Entropy in Mean to Finance
- Mayoral Blaya, Silvia
Calgary Seminar in Financial Mathematics - 2008
This researcher has no working papers.
This researcher has no technical reports.
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, 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
Period: 01-01-2016 - 30-06-2019
Type of funding: Regional
Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION
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
Period: 01-10-2006 - 30-09-2009
Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION
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
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)
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
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.
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)
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
Period: 01-01-2013 - 30-06-2017
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
This researcher has no patents or software licenses.
Research groups
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