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
Good deals and benchmarks in robust portfolio selection
- Balbás, A.
- Balbás, B.
- Balbás, R.
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
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
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
Golden options in financial mathematics
- Balbás, A.
- Balbás, B.
- Balbás, R.
Mathematics and Financial Economics (p. 637-659) - 3/2019
Editor: Springer Verlag
10.1007/s11579-019-00240-2 View at source
- ISSN 1862-9679
- ISSN/ISBN 1862-9660
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
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
Constructing dynamic life tables with a single-factor model
- Atance, D.
- Balbás, A.
- Navarro, E.
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
Omega ratio optimization with actuarial and financial applications
- Balbás, A.
- Balbás, B.
- Balbás, R.
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
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
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.
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
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
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
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
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
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
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
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
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
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
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
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
This researcher has no patents or software licenses.
Research groups
Researcher profiles
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