RAQUEL
BALBÁS APARICIO
Profesora titular de universidad
Universidad de Alcalá
Alcalá de Henares, EspañaPublicaciones en colaboración con investigadores/as de Universidad de Alcalá (7)
2023
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Actuarial pricing with financial methods
Scandinavian Actuarial Journal, Vol. 2023, Núm. 5, pp. 450-476
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Bidual Representation of Expectiles
Risks, Vol. 11, Núm. 12
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Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints
Applied Mathematical Finance
2022
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Pareto efficient buy and hold investment strategies under order book linked constraints
Annals of Operations Research, Vol. 311, Núm. 2, pp. 945-965
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Risk transference constraints in optimal reinsurance
Insurance: Mathematics and Economics, Vol. 103, pp. 27-40
2019
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Golden options in financial mathematics
Mathematics and Financial Economics, Vol. 13, Núm. 4, pp. 637-659
2017
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Differential equations connecting VaR and CVaR
Journal of Computational and Applied Mathematics, Vol. 326, pp. 247-267