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
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
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
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
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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