ALEJANDRO
BALBÁS DE LA CORTE
Investigador hasta 2008
Universidad de Navarra
Pamplona, EspañaPublicaciones en colaboración con investigadores/as de Universidad de Navarra (3)
2009
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Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm
European Journal of Operational Research, Vol. 192, Núm. 2, pp. 603-620
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Properties of distortion risk measures
Methodology and Computing in Applied Probability, Vol. 11, Núm. 3 SPEC. ISS., pp. 385-399
2007
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Risk-neutral valuation with infinitely many trading dates
Mathematical and Computer Modelling, Vol. 45, Núm. 11-12, pp. 1308-1318