RAQUEL
BALBÁS APARICIO
Profesora titular de universidad
Publicaciones (38) Publicaciones en las que ha participado algún/a investigador/a
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
2021
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Omega ratio optimization with actuarial and financial applications
European Journal of Operational Research, Vol. 292, Núm. 1, pp. 376-387
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
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VaR as the CVaR sensitivity: Applications in risk optimization
Journal of Computational and Applied Mathematics, Vol. 309, pp. 175-185
2016
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Good deals and benchmarks in robust portfolio selection
European Journal of Operational Research, Vol. 250, Núm. 2, pp. 666-678
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Outperforming benchmarks with their derivatives: Theory and empirical evidence
Journal of Risk, Vol. 18, Núm. 4, pp. 25-52
2015
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Medidas de riesgo y sus aplicaciones financieras
Compañía Española de Reprografía y Servicios
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Optimal reinsurance under risk and uncertainty
Insurance: Mathematics and Economics, Vol. 60, pp. 61-74
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The Multiobjective Nature of Bonus-Malus Systems in Insurance Companies
Multiple Criteria Decision Making (Springer Science and Business Media Deutschland GmbH), pp. 159-169
2013
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Business mathematics I: first year, first semester, Bachelor's Degree in Business Administration, Complutense University of Madrid
Compañía Española de Reprografía y Servicios
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Business mathematics II: first year, second semester, Bachelor's Degree in Business Administration, Universidad Complutense de Madrid
Compañía Española de Reprografía y Servicios
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Good deals in markets with friction
Quantitative Finance, Vol. 13, Núm. 6, pp. 827-836
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Matemáticas empresariales II: primer curso, segundo cuatrimestre, Grado en Administración y Dirección de Empresas, Universidad Complutense de Madrid
Compañía Española de Reprografía y Servicios
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Matemáticas financieras e inversiones II
Compañía Española de Reprografía y Servicios
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Mercados financieros
Compañía Española de Reprografía y Servicios