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Explaining vertical gender segregation : a research agenda

Rodríguez Longarela, Iñaki - In: Work, employment & society : a journal of the British … 31 (2017) 5, pp. 861-871

Persistent link: https://www.econbiz.de/10011740835

A characterization of the SSD-efficient frontier of portfolio weights by means of a set of mixed-integert linear constraints

Rodríguez Longarela, Iñaki - In: Management science : journal of the Institute for … 62 (2016) 12, pp. 3549-3554

Persistent link: https://www.econbiz.de/10011626383

Risk arbitrage opportunities for stock index options

Post, Thierry; Rodríguez Longarela, Iñaki - In: Operations research 69 (2021) 1, pp. 100-113

Persistent link: https://www.econbiz.de/10012523428

Optimal reinsurance : a risk sharing approach

Balbás de la Corte, Alejandro; Balbas, Beatriz; … - In: Risks : open access journal 1 (2013) 2, pp. 45-56

This paper proposes risk sharing strategies, which allow insurers to cooperate and diversify non-systemic risk. We deal with both deviation measures and coherent risk measures and provide general mathematical methods applying to optimize them all. Numerical examples are given in order to...

Persistent link: https://www.econbiz.de/10010199029

Good deals and benchmarks in robust portfolio selection

Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 250 (2016) 2, pp. 666-678

Persistent link: https://www.econbiz.de/10011441733

Constructing dynamic life tables with a single-factor model

Atance, David; Balbás de la Corte, Alejandro; Navarro … - In: Decisions in economics and finance : a journal of … 43 (2020) 2, pp. 787-825

Persistent link: https://www.econbiz.de/10012427671

Omega ratio optimization with actuarial and financial applications

Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 292 (2021) 1, pp. 376-387

Persistent link: https://www.econbiz.de/10012495444

Golden options in financial mathematics

Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Mathematics and financial economics 13 (2019) 4, pp. 637-659

Persistent link: https://www.econbiz.de/10012055896

Buy and hold golden strategies in financial markets with frictions and depth constraints

Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Applied mathematical finance 30 (2023) 5, pp. 231-248

Persistent link: https://www.econbiz.de/10015051247

Risk transference constraints in optimal reinsurance

Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Insurance / Mathematics & economics 103 (2022), pp. 27-40

Persistent link: https://www.econbiz.de/10013198321