Balbás Aparicio, Beatriz
Publications
- Articles 20
- Books 0
- Book chapters 1
- Conferences 0
- Working papers 2
- Technical reports 0
- Research projects 0
- Supervised theses 0
- Patent or software license 0
Actuarial pricing with financial methods
- Balbás, A.
- Balbás, B.
- Balbás, R.
- Heras, A.
Scandinavian Actuarial Journal - 9/2022
Editor: Taylor and Francis Ltd.
10.1080/03461238.2022.2111529 View at source
- EISSN 1651-2030
- ISSN 0346-1238
- ISSN/ISBN 1651-2030
Building good deals with arbitrage-free discrete time pricing models
- Beatriz Balbás
- Raquel Balbás Aparicio
The Spanish Review of Financial Economics (p. 53-61) - 2012
Editor: Elsevier Doyma
10.1016/j.srfe.2012.06.001 View at source
- ISSN/ISBN 2173-1268
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
Conditional tail expectation and premium calculation
- Heras, A.
- Balbás, B.
- Vilar, J.L.
ASTIN Bulletin (p. 325-342) - 2012
10.2143/ast.42.1.2160745 View at source
- ISSN/ISBN 0515-0361
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
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
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
Good deals in markets with friction
- Balbás, A.
- Balbás, B.
- Balbás, R.
Quantitative Finance (p. 827-836) - 2013
10.1080/14697688.2013.780132 View at source
- ISSN/ISBN 1469-7688
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
This researcher has no books.
The Multiobjective Nature of Bonus-Malus Systems in Insurance Companies
- Heras, A.
- Balbás, A.
- Balbás, B.
- Balbás, R.
Multiple Criteria Decision Making (p. 159-169) - 2015
Editor: Springer Science and Business Media Deutschland GmbH
10.1007/978-3-319-21158-9_7 View at source
- ISSN/ISBN 2366-0031
This researcher has no conferences.
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
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.
This researcher has no research projects.
This researcher has no supervised thesis.
This researcher has no patents or software licenses.
Research groups
Researcher profiles
-
ORCID
-
Dialnet id