ALEJANDRO
BALBÁS DE LA CORTE
Investigador hasta 2008
Universidad Autónoma de Madrid
Madrid, EspañaPublicaciones en colaboración con investigadores/as de Universidad Autónoma de Madrid (5)
2023
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Bidual Representation of Expectiles
Risks, Vol. 11, Núm. 12
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
2008
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Sequential arbitrage measurements and interest rate envelopes
Journal of Optimization Theory and Applications, Vol. 138, Núm. 3, pp. 361-374
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
2002
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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