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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
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Stable solutions for optimal reinsurance problems involving risk measures
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 214 (2011) 3, pp. 796-804
Persistent link: https://www.econbiz.de/10009316167
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Extending pricing rules with general risk functions
Balbás de la Corte, Alejandro; Balbás, Raquel; … - In: European journal of operational research : EJOR 201 (2010) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10003973521
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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
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Density theorems for ideal points in vector optimization
Balbás, A.; Ballvé, M.; Jiménez Guerra, P. - In: European journal of operational research : EJOR 133 (2001) 2, pp. 260-266
Persistent link: https://www.econbiz.de/10006658718
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Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm
Balbás, Alejandro; Balbás, Raquel; Mayoral, Silvia - In: European journal of operational research : EJOR 192 (2009) 2, pp. 603-620
Persistent link: https://www.econbiz.de/10008161344
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Stable solutions for optimal reinsurance problems involving risk measures
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio - In: European journal of operational research : EJOR 214 (2011) 3, pp. 796-805
Persistent link: https://www.econbiz.de/10009178354