Publicaciones en colaboración con investigadores/as de Universidad Autónoma de Madrid (5)

2023

  1. Bidual Representation of Expectiles

    Risks, Vol. 11, Núm. 12

2009

  1. 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

2008

  1. Sequential arbitrage measurements and interest rate envelopes

    Journal of Optimization Theory and Applications, Vol. 138, Núm. 3, pp. 361-374

2007

  1. Risk-neutral valuation with infinitely many trading dates

    Mathematical and Computer Modelling, Vol. 45, Núm. 11-12, pp. 1308-1318

2002

  1. The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets

    Computers and Mathematics with Applications, Vol. 44, Núm. 7, pp. 887-897