Edit Profile (opens in new tab) Balbás, Alejandro Co-Author Distance Author ID: balbas.alejandro Published as: Balbás, Alejandro; Balbás, A.; Balbas, A.; Balbas, Alejandro more...less Documents Indexed: 56 Publications since 1984 Co-Authors: 19 Co-Authors with 54 Joint Publications 101 Co-Co-Authors all top 5 Co-Authors 1 single-authored 19 Jimenez Guerra, Pedro 17 Balbás, Raquel 14 Balbás, Beatriz 7 Heras, Antonio J. 6 Galperin, Efim A. 5 Mayoral, Silvia 4 Muñoz-Bouzo, María José 3 Ballvé, Maria E. 2 Mirás, Miguel ángel 2 Okhrati, Ramin 1 Assa, Hirbod 1 Atance, David 1 Downarowicz, Anna 1 Fernández, Fidel J. 1 Galperin, Inna 1 Ibáñez, Alfredo 1 Muñoz, María José 1 Navarro, Eliseo 1 Romera, Rosario all top 5 Serials 7 European Journal of Operational Research 5 Computers & Mathematics with Applications 4 Journal of Optimization Theory and Applications 3 Journal of Computational and Applied Mathematics 3 Insurance Mathematics & Economics 3 RACSAM. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas 2 Indian Journal of Pure & Applied Mathematics 2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales de Madrid 2 Mediterranean Journal of Mathematics 2 Mathematics and Financial Economics 1 Journal of Mathematical Analysis and Applications 1 Czechoslovak Mathematical Journal 1 INFOR 1 Journal of Mathematical Economics 1 Mathematica Japonica 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Applied Mathematics Letters 1 Mathematical and Computer Modelling 1 Annals of Operations Research 1 Atti del Seminario Matematico e Fisico dell’Università di Modena 1 Stochastic Processes and their Applications 1 Top 1 Journal of Multi-Criteria Decision Analysis 1 International Transactions in Operational Research 1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales (España) 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Quantitative Finance 1 Decisions in Economics and Finance 1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM all top 5 Fields 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Operations research, mathematical programming (90-XX) 5 Measure and integration (28-XX) 4 Functional analysis (46-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 2 Probability theory and stochastic processes (60-XX) 1 Operator theory (47-XX) 1 Statistics (62-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 42 Publications have been cited 323 times in 196 Documents Cited by ▼ Year ▼ Optimal reinsurance with general risk measures. Zbl 1162.91394 Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio 64 2009 Optimal reinsurance under risk and uncertainty. Zbl 1308.91075 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio 29 2015 Properties of distortion risk measures. Zbl 1170.91368 Balbás, Alejandro; Garrido, José; Mayoral, Silvia 28 2009 Sensitivity analysis for convex multiobjective programming in abstract spaces. Zbl 0856.90126 Balbás, A.; Jiménez Guerra, P. 20 1996 Good deals and benchmarks in robust portfolio selection. Zbl 1346.91198 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel 14 2016 Stable solutions for optimal reinsurance problems involving risk measures. Zbl 1219.91064 Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio 14 2011 Extending pricing rules with general risk functions. Zbl 1177.91143 Balbás, Alejandro; Balbás, Raquel; Garrido, José 12 2010 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 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 9 2010 Vector risk functions. Zbl 1267.91040 Balbás, Alejandro; Balbás, Raquel 7 2012 Sensitivity and optimality conditions in the multiobjective differential programming. Zbl 0915.90225 Balbás, A.; Ballvé, M. E.; Jiménez Guerra, P. 6 1998 Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. Zbl 1348.60067 Okhrati, Ramin; Balbás, Alejandro; Garrido, José 6 2014 Duality theory for infinite-dimensional multiobjective linear programming. Zbl 0782.90077 Balbas, Alejandro; Heras, Antonio 6 1993 Duality theory and slackness conditions in multiobjective linear programming. Zbl 0931.90043 Balbas, A.; Jimenez, P.; Heras, A. 5 1999 Golden options in financial mathematics. Zbl 1422.91679 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel 5 2019 Good deals in markets with friction. Zbl 1281.91138 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel 5 2013 Compatibility between pricing rules and risk measures: the CCVaR. Zbl 1181.91069 Balbás, Alejandro; Balbás, Raquel 5 2009 A Radon-Nikodým theorem for a bilinear integral in locally convex spaces. Zbl 0653.46044 Balbás, A.; Jiménez Guerra, P. 4 1987 Risk transference constraints in optimal reinsurance. Zbl 1484.91370 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio 4 2022 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 Differential equations connecting VaR and CVaR. Zbl 1367.91199 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel 3 2017 Sensitivity of Pareto solutions in multiobjective optimization. Zbl 1129.90355 Balbás, A.; Galperin, E.; Jiménez Guerra, P. 3 2005 Omega ratio optimization with actuarial and financial applications. Zbl 1487.91108 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel 3 2021 Infinitely many securities and the fundamental theorem of asset pricing. Zbl 1173.91376 Balbás, Alejandro; Downarowicz, Anna 3 2007 Hedging interest rate risk by optimization in Banach spaces. Zbl 1127.91022 Balbás, A.; Romera, R. 3 2007 VaR as the CVaR sensitivity: applications in risk optimization. Zbl 1346.90822 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel 2 2017 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 Radial solutions and orthogonal trajectories in multiobjective global optimization. Zbl 1047.90059 Balbás, A.; Galperin, E.; Jiménez Guerra, P. 2 2002 Measuring the balance space sensitivity in vector optimization. Zbl 1021.90046 Balbás, Alejandro; Jiménez Guerra, Pedro 1 2002 Strongly proper optima and maximal optimization in multiobjective programming. Zbl 0789.90079 Balbas, A.; Jimenez Guerra, P.; Nuñez, C. 1 1992 Nonsmooth nonconvex global optimization in a Banach space with a basis. Zbl 1068.90089 Balbás, A.; Galperin, E.; Jiménez Guerra, P. 1 2004 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 Constructing dynamic life tables with a single-factor model. Zbl 1468.91120 Atance, David; Balbás, Alejandro; Navarro, Eliseo 1 2020 Minimax strategies and duality with applications in financial mathematics. Zbl 1260.91265 Balbás, Alejandro; Balbás, Raquel 1 2011 Vector optimization approach for pricing and hedging in imperfect markets. Zbl 07682330 Balbás, Alejandro; Mayoral, Silvia 1 2004 Risk transference constraints in optimal reinsurance. Zbl 1484.91370 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio 4 2022 Omega ratio optimization with actuarial and financial applications. Zbl 1487.91108 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel 3 2021 Constructing dynamic life tables with a single-factor model. Zbl 1468.91120 Atance, David; Balbás, Alejandro; Navarro, Eliseo 1 2020 Golden options in financial mathematics. Zbl 1422.91679 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel 5 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 14 2016 Optimal reinsurance under risk and uncertainty. Zbl 1308.91075 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio 29 2015 Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. Zbl 1348.60067 Okhrati, Ramin; Balbás, Alejandro; Garrido, José 6 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 7 2012 Stable solutions for optimal reinsurance problems involving risk measures. Zbl 1219.91064 Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio 14 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 12 2010 Minimizing measures of risk by saddle point conditions. Zbl 1200.91132 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel 9 2010 Optimal reinsurance with general risk measures. Zbl 1162.91394 Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio 64 2009 Properties of distortion risk measures. Zbl 1170.91368 Balbás, Alejandro; Garrido, José; Mayoral, Silvia 28 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 5 2009 Sequential arbitrage measurements and interest rate envelopes. Zbl 1159.91385 Balbás, A.; López, S. 1 2009 Infinitely many securities and the fundamental theorem of asset pricing. Zbl 1173.91376 Balbás, Alejandro; Downarowicz, Anna 3 2007 Hedging interest rate risk by optimization in Banach spaces. Zbl 1127.91022 Balbás, A.; Romera, R. 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 Vector optimization approach for pricing and hedging in imperfect markets. Zbl 07682330 Balbás, Alejandro; Mayoral, Silvia 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 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 Radial solutions and orthogonal trajectories in multiobjective global optimization. Zbl 1047.90059 Balbás, A.; Galperin, E.; Jiménez Guerra, P. 2 2002 Measuring the balance space sensitivity in vector optimization. Zbl 1021.90046 Balbás, Alejandro; Jiménez Guerra, Pedro 1 2002 Maxmin portfolios in models where immunization is not feasible. Zbl 1090.91531 Balbás, Alejandro; Ibáñez, Alfredo 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. 20 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 cited Publications top 5 cited Publications all top 5 Cited by 250 Authors 30 Balbás, Alejandro 16 Jimenez Guerra, Pedro 15 Balbás, Raquel 15 Chi, Yichun 13 Balbás, Beatriz 11 Tan, Ken Seng 8 Assa, Hirbod 8 Cheung, Ka Chun 8 Muñoz-Bouzo, María José 7 Boonen, Tim J. 7 Galperin, Efim A. 7 Weng, Chengguo 7 Zhuang, Shengchao 6 Heras, Antonio J. 6 Yam, Sheung Chi Phillip 5 Melguizo, Miguel Angel 4 Asimit, Alexandru V. 4 Ballvé, Maria E. 4 Chong, Wing Fung 4 Ghossoub, Mario 4 Guillen, Montserrat 4 Melguizo Padial, M. A. 4 Santolino, Miguel 3 Belles-Sampera, Jaume 3 Cai, Jun 3 Hu, Junlei 3 Hu, Yijun 3 Huang, Yuxia 3 Jiang, Wenjun 3 Jin, Zhuo 3 Liu, Fangda 3 Mayoral, Silvia 3 Okhrati, Ramin 3 Qian, Linyi 3 Tung, Le Thanh 3 Wang, Wei 3 Wei, Linxiao 3 Yuen, Fei Lung 3 Zhang, Yiying 2 Asano, Takao 2 Chen, Yu 2 Cui, Wei 2 Fernández, Fidel J. 2 Galperin, Inna 2 García-Castaño, Fernando 2 Hong, Hanping 2 Hu, Duni 2 Kim, Eunseok 2 Lemieux, Christiane 2 Lo, Ambrose 2 Mert, Ozenc Murat 2 Ren, Jiandong 2 Selcuk-Kestel, A. Sevtap 2 Su, Xiaonan 2 Uǧurlu, Kerem 2 Wang, Hailong 2 Wei, Pengyu 2 Zhang, Nan 2 Zhang, WeiPing 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 Brazauskas, Vytaras 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, Ze 1 Chiou, Wan-Jiun Paul 1 Cho, Yeol Je 1 Chudziak, Jacek 1 Cirillo, Pasquale 1 Clemente, Gian Paolo 1 Conde, Eduardo 1 Cong, Jianfa 1 Cossette, Hélène 1 Costa, Manon 1 Date, Paresh M. 1 Dentcheva, Darinka 1 Dhaene, Jan 1 Dimitrova, Dimitrina S. ...and 150 more Authors all top 5 Cited in 62 Serials 43 Insurance Mathematics & Economics 24 European Journal of Operational Research 12 Journal of Computational and Applied Mathematics 9 North American Actuarial Journal 8 Journal of Optimization Theory and Applications 6 Computers & Mathematics with Applications 6 Scandinavian Actuarial Journal 4 Journal of Mathematical Analysis and Applications 4 Mathematical and Computer Modelling 4 Decisions in Economics and Finance 3 Methodology and Computing in Applied Probability 3 Quantitative Finance 3 ASTIN Bulletin 3 Mathematics and Financial Economics 3 Statistical Theory and Related Fields 2 Czechoslovak Mathematical Journal 2 Statistics & Probability Letters 2 Annals of Operations Research 2 International Transactions in Operational Research 2 Mathematical Problems in Engineering 2 Finance and Stochastics 2 Positivity 2 Journal of Inequalities and Applications 2 Mediterranean Journal of Mathematics 2 Journal of Industrial and Management Optimization 2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 2 European Actuarial Journal 1 International Journal of Theoretical Physics 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 Probability in the Engineering and Informational Sciences 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 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 all top 5 Cited in 20 Fields 150 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 59 Operations research, mathematical programming (90-XX) 39 Statistics (62-XX) 19 Probability theory and stochastic processes (60-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 8 Functional analysis (46-XX) 6 Systems theory; control (93-XX) 5 Measure and integration (28-XX) 3 Numerical analysis (65-XX) 3 Computer science (68-XX) 2 Operator theory (47-XX) 2 General topology (54-XX) 1 Mathematical logic and foundations (03-XX) 1 Real functions (26-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year