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
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
Outperforming benchmarks with their derivatives: theory and empirical evidence
- Balbás, A.
- Balbás, B.
- Balbás, R.
Journal of Risk (p. 25-52) - 4/2016
Editor: Incisive Media Ltd.
10.21314/j0r.2016.328 View at source
- ISSN 1755-2842
- ISSN/ISBN 1755-2842
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
Differential equations connecting VaR and CVaR
- Balbás, A.
- Balbás, B.
- Balbás, R.
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
Minimizing Measures of Risk by Saddle Point Conditions
- Balbás, A.
- Balbás, B.
- Balbás, R.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (p. 2924-2931) - 9/2010
https://doi.org/10.1016/j.cam.2010.04.002 View at source
- EISSN 1879-1778
- ISSN 0377-0427
- ISSN/ISBN 0377-0427
CAPM and APT-Like Models with Risk Measures
- Balbás, A.
- Balbás, B.
- Balbás, R.
JOURNAL OF BANKING & FINANCE (p. 1166-1174) - 6/2010
Editor: Department of Mathematics and Statistics, Concordia University
10.1016/j.jbankfin.2009.11.013 View at source
- EISSN 1872-6372
- ISSN 0378-4266
- ISSN/ISBN 0378-4266
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
- ISSN 0969-6016
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
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
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
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
Interest Rate Future Quality Options and Negative Interest Rates
- Balbas De La Corte, Alejandro
- Laborda Herrero, Ricardo
2017
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
Coherent Pricing
- Balbas De La Corte, Alejandro
- Balbas Aparicio, Beatriz
- Balbas Aparicio, Raquel
2016
Editor: UNIVERSIDAD CARLOS III DE MADRID
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
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
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
The newsvendor problem with convex risk
- Balbás, Alejandro
- Charron, Jean Philippe
12/12/2016
- iMarina
- UC3M
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
Relationships between the stochastic discount factor and the optimal omega ratio
- Balbas De La Corte, Alejandro
- Balbas Aparicio, Beatriz
- Balbas Aparicio, Raquel
2018
This researcher has no technical reports.
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
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.
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
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
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.
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
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.
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.
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.
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
This researcher has no patents or software licenses.
Research groups
Researcher profiles
-
ORCID
-
Scopus Author ID
-
Dialnet id