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

Risk Level Upper Bounds with General Risk Functions

  • Alejandro Balbás de la Corte
  • Beatriz Balbás
  • Antonio José Heras Martínez

Anales del Instituto de Actuarios Españoles (p. 23-46) - 11/2008

Editor: Instituto de Actuarios Españoles

  • ISSN 0534-3232
  • ISSN/ISBN 0534-3232

Deterministic Regression Model and Visual Basic Code for Optimal Forecasting of Financial Time Series

  • Balbás, A.
  • Balbás, B.
  • Galperin, I.
  • Galperin, E.

COMPUTERS & MATHEMATICS WITH APPLICATIONS (p. 2757-2771) - 11/2008

https://doi.org/10.1016/j.camwa.2008.07.032 View at source

  • EISSN 1873-7668
  • ISSN 0898-1221
  • ISSN/ISBN 0898-1221

Sequential Arbitrage Measurements and Interest Rate Envelopes

  • Balbas De La Corte, Alejandro
  • Lopez, S.

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (p. 361-374) - 9/2008

https://doi.org/10.1007/s10957-008-9391-5 View at source

  • EISSN 1573-2878
  • ISSN 0022-3239

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

Optimal Reinsurance with General Risk Measures

  • Balbás, A.
  • Balbás, B.
  • Heras, A.

INSURANCE MATHEMATICS & ECONOMICS (p. 374-384) - 6/2009

https://doi.org/10.1016/j.insmatheco.2008.11.008 View at source

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

Compatibility between Pricing rules and Risk Measures: The CCVaR

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

Revista de la Real Academia de Ciencias Exactas Fisicas y Naturales Serie A-Matematicas (p. 251-264) - 6/2009

Editor: UNIVERSIDAD CARLOS III DE MADRID

  • EISSN 1579-1505
  • ISSN 1578-7303
Open Access

Martingales and Arbitrage: a New Look

  • Balbas De La Corte, Alejandro
  • Jimenez Guerra, Pedro

Revista de la Real Academia de Ciencias Exactas Fisicas y Naturales Serie A-Matematicas (p. 265-275) - 6/2009

  • EISSN 1579-1505
  • ISSN 1578-7303

Properties of Distortion Risk Measures

  • Balbas De La Corte, Alejandro
  • Garrido Manso, Jose
  • Mayoral Blaya, Silvia

METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY (p. 385-399) - 9/2009

https://doi.org/10.1007/s11009-008-9089-z View at source

  • EISSN 1573-7713
  • ISSN 1387-5841

Good Deals and Compatible Modification of Risk and Pricing Rule: A Regulatory Treatment

  • Assa, Hirbod
  • Balbas De La Corte, Alejandro

Cahiers du GERAD (p. 1-16) - 9/2009

https://doi.org/10.1007/s11579-011-0044-3 View at source

  • ISSN 1862-9679

On the Future Contract Quality Option: A New Look

  • Balbas De La Corte, Alejandro
  • Reichardt Moya, Susana

Applied Financial Economics (p. 1217-1229) - 1/2010

https://doi.org/10.1080/09603107.2010.482515 View at source

  • EISSN 1466-4305
  • ISSN 0960-3107

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

Extending pricing rules with general risk

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Raquel
  • Garrido, Jose

2008

Editor: Department of Mathematics and Statistics, Concordia University

Open Access

Optimal reinsurance with general risk functions

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

2008

Editor: Department of Mathematics and Statistics, Concordia University

Optimal Risk in Marketing Resource Allocation

  • Balbas De La Corte, Alejandro
  • Esteban Bravo, Mercedes
  • Vidal Sanz, Jose Manuel

2009

Editor: UNIVERSIDAD CARLOS III DE MADRID

Stability of the Optimal Reinsurance with Respect to the Risk Measure

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

2010

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Capital requirements, good deals and portfolio insurance with risk measures

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

2010

Editor: UNIVERSIDAD CARLOS III DE MADRID

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
Open Access

Optimal reinsurance under risk and uncertainty

  • Balbás, A.
  • Balbás, B.
  • Balbás, R.
  • Heras, A.

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

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

VaR as the CVaR sensitivity : applications in risk optimization

  • Balbás, A.
  • Balbás, B.
  • Balbás, R.

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

The newsvendor problem with convex risk

  • Balbás, Alejandro
  • Charron, Jean Philippe

12/12/2016

This researcher has no technical reports.

Planificador Financiero Personalizado

  • Balbas De La Corte, Alejandro
  • Ibañez Rodriguez, Alfredo
  • Tribo Gine, Jose Antonio
  • Zornoza Perez, Juan Jose

Period: 15-06-2006 - 31-12-2006

Funding entity: INTELL WEALTH MANAGEMENT SGIIC 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

CCG06-UC3M/HUM-0825 - Nuevas tendencias en la medición y gestión de riesgos

  • Balbas De La Corte, Alejandro
  • Ibañez Rodriguez, Alfredo
  • Cardone Riportella, Clara Laura
  • Camino Blasco, David
  • Tribo Gine, Jose Antonio
  • Gil Bazo, Jose Javier
  • Peña Sanchez De Rivera, Juan Ignacio
  • Samartin Saenz, Margarita
  • Gutierrez Urtiaga, Maria
  • Tapia Torres, Miguel Angel
  • Rodriguez Lopez, Rosa
  • Brusco, Sandro
  • Perez Fructuoso, Maria Jose
  • Moreno Muñoz, Jesus David
... View more Collapse

Period: 01-01-2007 - 29-02-2008

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

Medición de Riesgos

  • Balbas De La Corte, Alejandro
  • Tribo Gine, Jose Antonio

Period: 01-01-2007 - 31-12-2007

Funding entity: RD SISTEMAS S.A.

Mantenimiento del planificación financiero y metodología para la contrucción de carteras

  • Balbas De La Corte, Alejandro
  • Tribo Gine, Jose Antonio
  • Gutierrez Urtiaga, Maria
  • Rubio Irigoyen, Gonzalo

Period: 01-06-2007 - 01-01-2008

Funding entity: INTELL WEALTH MANAGEMENT SGIIC S.A.

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.

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.

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.

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

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.

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: 4/8/24 3:56 PM