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

Balbas De La Corte, Alejandro balbas@emp.uc3m.es

Economía de la Empresa / Universidad Carlos III de Madrid

Publications

Actuarial pricing with financial methods

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel
  • Heras, Antonio

Scandinavian Actuarial Journal - 9/2022

Editor: Taylor and Francis Ltd.

10.1080/03461238.2022.2111529 View at source

  • EISSN 1651-2030
  • ISSN 0346-1238
  • ISSN/ISBN 1651-2030

Pareto efficient buy and hold investment strategies under order book linked constraints

  • Balbas De La Corte, Alejandro
  • Balbas, Beatriz
  • Balbas Aparicio, Raquel

ANNALS OF OPERATIONS RESEARCH (p. 945-965) - 4/2022

Editor: Springer

https://doi.org/10.1007/s10479-021-03942-3 View at source

  • EISSN 1572-9338
  • ISSN 0254-5330
  • ISSN/ISBN 1572-9338

Risk transference constraints in optimal reinsurance

  • Balbas De La Corte, Alejandro
  • Balbas, Beatriz
  • Balbas Aparicio, Raquel
  • Heras Martinez, Antonio Jose

Insurance: Mathematics and Economics (p. 27-40) - 3/2022

Editor: Elsevier B.V.

https://doi.org/10.1016/j.insmatheco.2021.12.004 View at source

  • EISSN 1873-5959
  • ISSN 0167-6687
  • ISSN/ISBN 0167-6687
Open Access

Omega ratio optimization with actuarial and financial applications

  • Balbas De La Corte, Alejandro
  • Balbas, Beatriz
  • Balbas Aparicio, Raquel

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 376-387) - 7/2021

Editor: Elsevier B.V.

10.1016/j.ejor.2020.10.023 View at source

  • EISSN 1872-6860
  • ISSN 0377-2217
  • ISSN/ISBN 0377-2217

Constructing dynamic life tables with a single-factor model

  • Atance, David
  • Balbas De La Corte, Alejandro
  • Navarro, Eliseo

Decisions in Economics and Finance (Decisions in Economics and Finance) (p. 787-825) - 10/2020

Editor: Springer Science and Business Media Deutschland GmbH

https://doi.org/10.1007/s10203-020-00308-5 View at source

  • EISSN 1129-6569
  • ISSN 1593-8883
  • ISSN/ISBN 1129-6569

Good deal indices in asset pricing: actuarial and financial implications

  • Balbas De La Corte, Alejandro
  • Garrido, Jose
  • Okhrati, Ramin

International Transactions in Operational Research (p. 1475-1503) - 7/2019

10.1111/itor.12424 View at source

  • EISSN 1475-3995
  • ISSN 0969-6016

V@R representation theorems in ambiguous frameworks

  • Balbas De La Corte, Alejandro
  • Charron, Jean Philippe

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY (p. 414-430) - 1/5/2019

https://doi.org/10.1002/asmb.2425 View at source

  • EISSN 1526-4025
  • ISSN 1524-1904
Open Access

Golden options in financial mathematics

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

Mathematics and Financial Economics (p. 637-659) - 3/2019

Editor: Springer Verlag

10.1007/s11579-019-00240-2 View at source

  • EISSN 1862-9660
  • ISSN 1862-9679
  • ISSN/ISBN 1862-9660
Open Access

Differential equations connecting VaR and CVaR

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (p. 247-267) - 12/2017

Editor: Elsevier B.V.

https://doi.org/10.1016/j.cam.2017.05.037 View at source

  • EISSN 1879-1778
  • ISSN 0377-0427
  • ISSN/ISBN 0377-0427

Good deals and benchmarks in robust portfolio selection

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 666-678) - 4/2016

Editor: Elsevier

https://doi.org/10.1016/j.ejor.2015.09.023 View at source

  • EISSN 1872-6860
  • ISSN 0377-2217
  • ISSN/ISBN 0377-2217

This researcher has no books.

This researcher has no book chapters.

Pricing American Style Derivatives with the Gerber-Shiu Function

  • Balbas De La Corte, Alejandro
  • Garrido, Jose

Annual Meeting of the Canadian Operational Research Society - 2008

Scalar Versus Vector Optimization Problems Involving Risk Functions

  • Balbas De La Corte, Alejandro

SIAM Conference on optimization - 2008

Minimizing Risk Measures

  • Balbas De La Corte, Alejandro

8th International Conference on Multiple Objective and Goal Programming - 2008

Open Access

Relationships between the stochastic discount factor and the optimal omega ratio

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

2018

Open Access

Interest Rate Future Quality Options and Negative Interest Rates

  • Balbas De La Corte, Alejandro
  • Laborda Herrero, Ricardo

2017

Open Access

Good deal measurement in asset pricing: Actuarial and financial implications

  • Balbas De La Corte, Alejandro
  • Garrido, Jose
  • Okhrati, Ramin

2016

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Must an optimal buy and hold strategy contain any derivative?

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

2016

Open Access

Coherent Pricing

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

2016

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

The newsvendor problem with convex risk

  • Charron, Jean Philippe
  • Balbas De La Corte, Alejandro

12/12/2016

Open Access

VaR as the CVaR sensitivity : applications in risk optimization

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (p. 175-185) - 1/2016

Editor: UNIVERSIDAD CARLOS III DE MADRID

10.1016/j.cam.2016.06.036 View at source

  • EISSN 1879-1778
  • ISSN 0377-0427
  • ISSN/ISBN 0377-0427
Open Access

Sequential arbitrage measurement in bond markets : theory and empirical applications in the Euro-zone

  • Balbas De La Corte, Alejandro
  • Peng, Yao

2015

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Optimal reinsurance under risk and uncertainty

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel
  • Heras, Antonio

INSURANCE MATHEMATICS & ECONOMICS (p. 61-74) - 1/2014

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.insmatheco.2014.11.001 View at source

  • EISSN 1873-5959
  • ISSN 0167-6687
  • ISSN/ISBN 0167-6687
Open Access

Good deals in markets with frictions

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

QUANTITATIVE FINANCE (p. 827-836) - 6/2011

Editor: Universidad Carlos III de Madrid. Departamento de Economía de la Empresa

https://doi.org/10.1080/14697688.2013.780132 View at source

  • EISSN 1469-7696
  • ISSN 1469-7688

This researcher has no technical reports.

Estudio actuarial sobre la cuantificación del riesgo asociado a ciberseguridad en infraestructuras críticas y la viabilidad de un Ciberseguro para ellas

  • Balbas De La Corte, Alejandro
  • Albarran Lozano, Irene

Period: 23-09-2021 - 17-12-2021

Type of funding: Regional

Funding entity: DENEXUS TECH S.L.

Revisión, asesoramiento y certificación de material docente para los programas de certificación MIFIDII

  • Santamaria Sanchez, Luis
  • Serrano Jimenez, Pedro Jose
  • Balbas De La Corte, Alejandro
  • Tribo Gine, Jose Antonio
  • Garcia Lara, Juan Manuel
  • Martinez Garrido, Estela

Period: 28-11-2018 - 28-11-2026

Type of funding: National

Funding entity: ADITIO CONSULTORES S.L.

Prestación de servicios para Mediterráneo Vida

  • Balbas De La Corte, Alejandro
  • Muñoz Garcia, Alberto
  • Escribano Saez, Alvaro
  • Garrido Manso, Jose
  • Carrasco Perea, Raquel
  • Arias Rodriguez, Juan David
  • Serrano Jimenez, Pedro Jose
  • Pena Izquierdo, Jorge
... View more Collapse

Period: 20-11-2017 - 19-02-2018

Type of funding: National

Funding entity: MEDITERRANEO VIDA, SOCIEDAD ANÓNIMA DE SEGUROS Y REASEGUROS

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

Riesgos financieros: Software para su medición y gestión (II).

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Raquel
  • Glavan, Silviu-ionut

Period: 01-07-2011 - 30-04-2012

Type of funding: Regional

Funding entity: RD SISTEMAS S.A.

Cobertura de Riesgos e Implementación de Good Deals.

  • Balbas De La Corte, Alejandro
  • Aparicio Rozas, Adolfo
  • Balbas Aparicio, Beatriz

Period: 01-04-2011 - 31-03-2012

Type of funding: Regional

Funding entity: INTELL WEALTH MANAGEMENT SGIIC S.A.

ECO2009-14457-C04-02 - Valoración de activos y medición de riesgos.

  • Balbas De La Corte, Alejandro
  • Lopez Gonzalez, Susana
  • Jimenez Guerra, Pedro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel
  • Heras Martinez, Antonio Jose
  • Charron, Jean Philippe
  • Peng, Yao
... View more Collapse

Period: 01-01-2010 - 31-12-2013

Type of funding: National

Funding entity: MINISTERIO DE CIENCIA E INNOVACION

Gestión del Riesgo de Crédito.

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Raquel
  • Glavan, Silviu-ionut

Period: 01-05-2009 - 30-04-2010

Funding entity: RD SISTEMAS S.A.

Valoración, Cobertura y Selección de Activos Financieros y Carteras

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz

Period: 01-01-2009 - 31-12-2009

Type of funding: Regional

Funding entity: SERVICIOS INFORMÁTICOS AVANZADOS DE GESTIÓN S.L.

Valoración y gestión de Derivados sobre Varianza y Volatilidad

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Raquel
  • Glavan, Silviu-ionut

Period: 01-01-2008 - 28-03-2008

Funding entity: RD SISTEMAS S.A.

Enviromental performance and financial structure/ Three Essays on the European Sovereign Debt market

  • Balbas De La Corte, Alejandro
  • Peng, Yao

Reading date: 18-05-2015

Reading institution: CAMPUS DE GETAFE

Three essays on financial markets

  • Balbas De La Corte, Alejandro
  • Blanco Sanchez, Ivan

Reading date: 18-05-2016

Fair value accounting for financial instruments a cost-benefit approach

  • Balbas De La Corte, Alejandro
  • Glavan, Silviu-ionut

Reading date: 31-05-2010

This researcher has no patents or software licenses.

Last data update: 8/24/24 8:13 AM