×
Compute Distance To:
Author ID: balbas.alejandro Recent zbMATH articles by "Balbás, Alejandro"
Published as: Balbás, Alejandro; Balbás, A.; Balbas, A.; Balbas, Alejandro
Documents Indexed: 53 Publications since 1984
Co-Authors: 19 Co-Authors with 51 Joint Publications
91 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

39 Publications have been cited 290 times in 175 Documents Cited by Year
Optimal reinsurance with general risk measures. Zbl 1162.91394
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio
59
2009
Optimal reinsurance under risk and uncertainty. Zbl 1308.91075
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio
26
2015
Properties of distortion risk measures. Zbl 1170.91368
Balbás, Alejandro; Garrido, José; Mayoral, Silvia
24
2009
Sensitivity analysis for convex multiobjective programming in abstract spaces. Zbl 0856.90126
Balbás, A.; Jiménez Guerra, P.
19
1996
Stable solutions for optimal reinsurance problems involving risk measures. Zbl 1219.91064
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio
13
2011
Good deals and benchmarks in robust portfolio selection. Zbl 1346.91198
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
12
2016
Sensitivity in multi-objective programming under homogeneity assumptions. Zbl 0948.90128
Balbás, A.; Ballvé, M.; Jiménez Guerra, P.
11
1999
On the envolvent theorem in multiobjective programming. Zbl 0844.90072
Balbás, A.; Fernández, Fidel J.; Jiménez Guerra, P.
10
1995
Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm. Zbl 1157.91350
Balbás, Alejandro; Balbás, Raquel; Mayoral, Silvia
10
2009
Extending pricing rules with general risk functions. Zbl 1177.91143
Balbás, Alejandro; Balbás, Raquel; Garrido, José
9
2010
Density theorems for ideal points in vector optimization. Zbl 1001.90060
Balbás, A.; Ballvé, M.; Jiménez Guerra, P.
9
2001
Minimizing measures of risk by saddle point conditions. Zbl 1200.91132
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
8
2010
Duality theory for infinite-dimensional multiobjective linear programming. Zbl 0782.90077
Balbas, Alejandro; Heras, Antonio
6
1993
Sensitivity and optimality conditions in the multiobjective differential programming. Zbl 0915.90225
Balbás, A.; Ballvé, M. E.; Jiménez Guerra, P.
6
1998
Vector risk functions. Zbl 1267.91040
Balbás, Alejandro; Balbás, Raquel
6
2012
Good deals in markets with friction. Zbl 1281.91138
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
5
2013
Duality theory and slackness conditions in multiobjective linear programming. Zbl 0931.90043
Balbas, A.; Jimenez, P.; Heras, A.
5
1999
Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. Zbl 1348.60067
Okhrati, Ramin; Balbás, Alejandro; Garrido, José
5
2014
A Radon-Nikodým theorem for a bilinear integral in locally convex spaces. Zbl 0653.46044
Balbás, A.; Jiménez Guerra, P.
4
1987
The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets. Zbl 1103.90395
Balbás, A.; Jiménez Guerra, P.; Muñoz-Bouzo, M. J.
4
2002
Good deals and compatible modification of risk and pricing rule: a regulatory treatment. Zbl 1255.91117
Assa, Hirbod; Balbás, Alejandro
4
2011
Golden options in financial mathematics. Zbl 1422.91679
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
4
2019
Differential equations connecting VaR and CVaR. Zbl 1367.91199
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
3
2017
Hedging interest rate risk by optimization in Banach spaces. Zbl 1127.91022
Balbás, A.; Romera, R.
3
2007
Sensitivity of Pareto solutions in multiobjective optimization. Zbl 1129.90355
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
3
2005
Compatibility between pricing rules and risk measures: the CCVaR. Zbl 1181.91069
Balbás, Alejandro; Balbás, Raquel
3
2009
Infinitely many securities and the fundamental theorem of asset pricing. Zbl 1173.91376
Balbás, Alejandro; Downarowicz, Anna
3
2007
Radial solutions and orthogonal trajectories in multiobjective global optimization. Zbl 1047.90059
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
2
2002
Projective system approach to the martingale characterization of the absence of arbitrage. Zbl 1031.91028
Balbás, Alejandro; Mirás, Miguel ángel; Muñoz-Bouzo, María José
2
2002
Mathematical methods in modern risk measurement: a survey. Zbl 1213.91086
Balbás, Alejandro
2
2007
VaR as the CVaR sensitivity: applications in risk optimization. Zbl 1346.90822
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
2
2017
Omega ratio optimization with actuarial and financial applications. Zbl 1487.91108
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
1
2021
Nonsmooth nonconvex global optimization in a Banach space with a basis. Zbl 1068.90089
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
1
2004
Strongly proper optima and maximal optimization in multiobjective programming. Zbl 0789.90079
Balbas, A.; Jimenez Guerra, P.; Nuñez, C.
1
1992
Minimax strategies and duality with applications in financial mathematics. Zbl 1260.91265
Balbás, Alejandro; Balbás, Raquel
1
2011
Maxmin portfolios in models where immunization is not feasible. Zbl 1090.91531
Balbás, Alejandro; Ibáñez, Alfredo
1
2002
Sequential arbitrage measurements and interest rate envelopes. Zbl 1159.91385
Balbás, A.; López, S.
1
2009
Sensitivity in multiobjective optimization: The generalized envolvent theorem. Zbl 1224.90150
Balbas, A.; Galperin, E.; Jiménez Guerra, P.
1
2005
Measuring the balance space sensitivity in vector optimization. Zbl 1021.90046
Balbás, Alejandro; Jiménez Guerra, Pedro
1
2002
Omega ratio optimization with actuarial and financial applications. Zbl 1487.91108
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
1
2021
Golden options in financial mathematics. Zbl 1422.91679
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
4
2019
Differential equations connecting VaR and CVaR. Zbl 1367.91199
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
3
2017
VaR as the CVaR sensitivity: applications in risk optimization. Zbl 1346.90822
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
2
2017
Good deals and benchmarks in robust portfolio selection. Zbl 1346.91198
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
12
2016
Optimal reinsurance under risk and uncertainty. Zbl 1308.91075
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio
26
2015
Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. Zbl 1348.60067
Okhrati, Ramin; Balbás, Alejandro; Garrido, José
5
2014
Good deals in markets with friction. Zbl 1281.91138
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
5
2013
Vector risk functions. Zbl 1267.91040
Balbás, Alejandro; Balbás, Raquel
6
2012
Stable solutions for optimal reinsurance problems involving risk measures. Zbl 1219.91064
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio
13
2011
Good deals and compatible modification of risk and pricing rule: a regulatory treatment. Zbl 1255.91117
Assa, Hirbod; Balbás, Alejandro
4
2011
Minimax strategies and duality with applications in financial mathematics. Zbl 1260.91265
Balbás, Alejandro; Balbás, Raquel
1
2011
Extending pricing rules with general risk functions. Zbl 1177.91143
Balbás, Alejandro; Balbás, Raquel; Garrido, José
9
2010
Minimizing measures of risk by saddle point conditions. Zbl 1200.91132
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
8
2010
Optimal reinsurance with general risk measures. Zbl 1162.91394
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio
59
2009
Properties of distortion risk measures. Zbl 1170.91368
Balbás, Alejandro; Garrido, José; Mayoral, Silvia
24
2009
Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm. Zbl 1157.91350
Balbás, Alejandro; Balbás, Raquel; Mayoral, Silvia
10
2009
Compatibility between pricing rules and risk measures: the CCVaR. Zbl 1181.91069
Balbás, Alejandro; Balbás, Raquel
3
2009
Sequential arbitrage measurements and interest rate envelopes. Zbl 1159.91385
Balbás, A.; López, S.
1
2009
Hedging interest rate risk by optimization in Banach spaces. Zbl 1127.91022
Balbás, A.; Romera, R.
3
2007
Infinitely many securities and the fundamental theorem of asset pricing. Zbl 1173.91376
Balbás, Alejandro; Downarowicz, Anna
3
2007
Mathematical methods in modern risk measurement: a survey. Zbl 1213.91086
Balbás, Alejandro
2
2007
Sensitivity of Pareto solutions in multiobjective optimization. Zbl 1129.90355
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
3
2005
Sensitivity in multiobjective optimization: The generalized envolvent theorem. Zbl 1224.90150
Balbas, A.; Galperin, E.; Jiménez Guerra, P.
1
2005
Nonsmooth nonconvex global optimization in a Banach space with a basis. Zbl 1068.90089
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
1
2004
The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets. Zbl 1103.90395
Balbás, A.; Jiménez Guerra, P.; Muñoz-Bouzo, M. J.
4
2002
Radial solutions and orthogonal trajectories in multiobjective global optimization. Zbl 1047.90059
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
2
2002
Projective system approach to the martingale characterization of the absence of arbitrage. Zbl 1031.91028
Balbás, Alejandro; Mirás, Miguel ángel; Muñoz-Bouzo, María José
2
2002
Maxmin portfolios in models where immunization is not feasible. Zbl 1090.91531
Balbás, Alejandro; Ibáñez, Alfredo
1
2002
Measuring the balance space sensitivity in vector optimization. Zbl 1021.90046
Balbás, Alejandro; Jiménez Guerra, Pedro
1
2002
Density theorems for ideal points in vector optimization. Zbl 1001.90060
Balbás, A.; Ballvé, M.; Jiménez Guerra, P.
9
2001
Sensitivity in multi-objective programming under homogeneity assumptions. Zbl 0948.90128
Balbás, A.; Ballvé, M.; Jiménez Guerra, P.
11
1999
Duality theory and slackness conditions in multiobjective linear programming. Zbl 0931.90043
Balbas, A.; Jimenez, P.; Heras, A.
5
1999
Sensitivity and optimality conditions in the multiobjective differential programming. Zbl 0915.90225
Balbás, A.; Ballvé, M. E.; Jiménez Guerra, P.
6
1998
Sensitivity analysis for convex multiobjective programming in abstract spaces. Zbl 0856.90126
Balbás, A.; Jiménez Guerra, P.
19
1996
On the envolvent theorem in multiobjective programming. Zbl 0844.90072
Balbás, A.; Fernández, Fidel J.; Jiménez Guerra, P.
10
1995
Duality theory for infinite-dimensional multiobjective linear programming. Zbl 0782.90077
Balbas, Alejandro; Heras, Antonio
6
1993
Strongly proper optima and maximal optimization in multiobjective programming. Zbl 0789.90079
Balbas, A.; Jimenez Guerra, P.; Nuñez, C.
1
1992
A Radon-Nikodým theorem for a bilinear integral in locally convex spaces. Zbl 0653.46044
Balbás, A.; Jiménez Guerra, P.
4
1987
all top 5

Cited by 219 Authors

28 Balbás, Alejandro
16 Jimenez Guerra, Pedro
14 Balbás, Raquel
12 Balbás, Beatriz
11 Chi, Yichun
9 Tan, Ken Seng
8 Assa, Hirbod
8 Cheung, Ka Chun
8 Muñoz-Bouzo, María José
7 Galperin, Efim A.
6 Weng, Chengguo
6 Yam, Sheung Chi Phillip
5 Boonen, Tim J.
5 Heras, Antonio
5 Melguizo, Miguel Angel
5 Zhuang, Shengchao
4 Asimit, Alexandru V.
4 Ballvé, Maria E.
4 Chong, Wing Fung
4 Guillen, Montserrat
4 Melguizo Padial, M. A.
4 Santolino, Miguel
3 Belles-Sampera, Jaume
3 Hu, Junlei
3 Hu, Yijun
3 Jiang, Wenjun
3 Jin, Zhuo
3 Liu, Fangda
3 Mayoral, Silvia
3 Qian, Linyi
3 Tung, Le Thanh
3 Wei, Linxiao
3 Yuen, Fei Lung
3 Zhang, Yiying
2 Asano, Takao
2 Cai, Jun
2 Cui, Wei
2 Fernández, Fidel J.
2 Galperin, Inna
2 García-Castaño, Fernando
2 Ghossoub, Mario
2 Hong, Hanping
2 Kim, Eunseok
2 Lemieux, Christiane
2 Lo, Ambrose
2 Mert, Ozenc Murat
2 Okhrati, Ramin
2 Ren, Jiandong
2 Selcuk-Kestel, A. Sevtap
2 Uǧurlu, Kerem
2 Wang, Wei
2 Wei, Pengyu
2 Zhang, Nan
2 Zhang, Yi
2 Zhu, Yunzhou
1 Ahmadi Javid, Amir
1 Aktaş, Emel
1 Arai, Takuji
1 Asimit, Vali
1 Bálint, Dániel Ágoston
1 Bäuerle, Nicole
1 Benati, Stefano
1 Beşikci, Umut
1 Bignozzi, Valeria
1 Birghila, Corina
1 Bo, Lijun
1 Boccuto, Antonio
1 Bolancé, Catalina
1 Bølviken, Erik
1 Brandtner, Mario
1 Briec, Walter
1 Castaño-Martínez, Antonia
1 Ceci, Claudia
1 Centeno, M. L.
1 Chai, Yanfei
1 Chen, Cuixia
1 Chen, Liqing
1 Chen, Shou
1 Chen, Xinxiang
1 Chen, Yu
1 Chen, Ze
1 Cho, Yeol Je
1 Chudziak, Jacek
1 Cirillo, Pasquale
1 Clemente, Gian Paolo
1 Conde, Eduardo
1 Cong, Jianfa
1 Costa, Manon
1 Date, Paresh M.
1 Dentcheva, Darinka
1 Dhaene, Jan
1 Dimitrova, Dimitrina S.
1 Dinh The Luc
1 Dong, Juan
1 Driouchi, Tarik
1 Esteban-Bravo, Mercedes
1 Fang, Ying
1 Feinstein, Zachary
1 Fontanari, Andrea
1 Fraser-Mackenzie, P. A. F.
...and 119 more Authors
all top 5

Cited in 58 Serials

40 Insurance Mathematics & Economics
22 European Journal of Operational Research
12 Journal of Computational and Applied Mathematics
8 Journal of Optimization Theory and Applications
6 Computers & Mathematics with Applications
6 North American Actuarial Journal
4 Journal of Mathematical Analysis and Applications
4 Mathematical and Computer Modelling
3 Scandinavian Actuarial Journal
3 Quantitative Finance
3 Decisions in Economics and Finance
3 ASTIN Bulletin
3 Mathematics and Financial Economics
2 Czechoslovak Mathematical Journal
2 Statistics & Probability Letters
2 Annals of Operations Research
2 Mathematical Problems in Engineering
2 Finance and Stochastics
2 Positivity
2 Journal of Inequalities and Applications
2 Methodology and Computing in Applied Probability
2 Mediterranean Journal of Mathematics
2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
2 European Actuarial Journal
1 Periodica Mathematica Hungarica
1 Physica A
1 Theory of Probability and its Applications
1 Applied Mathematics and Optimization
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Optimization
1 Journal of Global Optimization
1 Applied Mathematical Modelling
1 Communications in Statistics. Theory and Methods
1 Computational Statistics and Data Analysis
1 Tatra Mountains Mathematical Publications
1 Set-Valued Analysis
1 Applied Mathematics. Series B (English Edition)
1 Fractals
1 Top
1 Journal of Multi-Criteria Decision Analysis
1 Applied Mathematical Finance
1 Abstract and Applied Analysis
1 Discrete Dynamics in Nature and Society
1 International Journal of Theoretical and Applied Finance
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Journal of Applied Mathematics and Computing
1 4OR
1 Hacettepe Journal of Mathematics and Statistics
1 Journal of Industrial and Management Optimization
1 Electronic Journal of Statistics
1 SIAM Journal on Financial Mathematics
1 Foundations and Trends in Machine Learning
1 Annals of Finance
1 Communications in Mathematics and Statistics
1 Dependence Modeling
1 International Journal of Applied and Computational Mathematics

Citations by Year