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.
Balbas De La Corte, Alejandro balbas@emp.uc3m.es
Publications
- Articles 31
- Books 0
- Book chapters 0
- Conferences 3
- Working papers 15
- Technical reports 0
- Research projects 15
- Supervised theses 3
- Patent or software license 0
Vector Risk Functions
- Balbas De La Corte, Alejandro
- Balbas Aparicio, Raquel
- Jimenez Guerra, Pedro
Mediterranean Journal of Mathematics (p. 563-574) - 11/2012
https://doi.org/10.1007/s00009-011-0153-5 View at source
- EISSN 1660-5454
- ISSN 1660-5446
- ISSN/ISBN 1660-5446
V@R representation theorems in ambiguous frameworks
- Balbás A
- Charron J
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
Stable solutions for optimal reinsurance problems involving risk measures
- Balbás, A.
- Balbás, B.
- Heras, A.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 796-804) - 11/2011
Editor: Elsevier B.V.
https://doi.org/10.1016/j.ejor.2011.05.035 View at source
- EISSN 1872-6860
- ISSN 0377-2217
- ISSN/ISBN 0377-2217
Special Issue on Risk Management Techniques for Catastrophic and Heavy-Tailed Risks
- Balbas De La Corte, Alejandro
- Garrido, Jose
Risks (p. 467-468) - 11/2014
https://doi.org/10.3390/risks2040467 View at source
- ISSN 2227-9091
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
Risk transference constraints in optimal reinsurance
- Balbás, A.
- Balbás, B.
- Balbás, R.
- Heras, A.
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
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
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
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
Pareto efficient buy and hold investment strategies under order book linked constraints
- Balbás, A.
- Balbás, B.
- Balbás, R.
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
This researcher has no books.
This researcher has no book chapters.
Scalar Versus Vector Optimization Problems Involving Risk Functions
- Balbas De La Corte, Alejandro
SIAM Conference on optimization - 2008
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
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
The newsvendor problem with convex risk
- Balbás, Alejandro
- Charron, Jean Philippe
12/12/2016
- iMarina
- UC3M
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
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
Relationships between the stochastic discount factor and the optimal omega ratio
- Balbas De La Corte, Alejandro
- Balbas Aparicio, Beatriz
- Balbas Aparicio, Raquel
2018
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 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
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
Must an optimal buy and hold strategy contain any derivative?
- Balbas De La Corte, Alejandro
- Balbas Aparicio, Beatriz
- Balbas Aparicio, Raquel
2016
This researcher has no technical reports.
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.
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
Period: 01-01-2010 - 31-12-2013
Type of funding: National
Funding entity: MINISTERIO DE CIENCIA E INNOVACION
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.
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
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
Period: 20-11-2017 - 19-02-2018
Type of funding: National
Funding entity: MEDITERRANEO VIDA, SOCIEDAD ANÓNIMA DE SEGUROS Y REASEGUROS
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
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
Period: 01-01-2007 - 29-02-2008
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
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.
Research groups
Researcher profiles
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