Economía Financiera, Actuarial y Estadística
Departamento
Universidad Carlos III de Madrid
Madrid, EspañaPublicaciones en colaboración con investigadores/as de Universidad Carlos III de Madrid (38)
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
2018
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Do stars die too long?
14th Marcel Grossman Meeting On Recent Developments in Theoretical and Experimental General Relativity, Astrophysics and Relativistic Field Theories, Proceedings
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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Condensed Matter Lessons About the Origin of Time
Foundations of Physics, Vol. 45, Núm. 3, pp. 279-294
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Do transient white holes have a place in Nature?
Journal of Physics: Conference Series
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Emergent physics on Mach’s principle and the rotating vacuum
JETP Letters, Vol. 102, Núm. 2, pp. 73-79
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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
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The lifetime problem of evaporating black holes: Mutiny or resignation
Classical and Quantum Gravity, Vol. 32, Núm. 3
2014
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Analogue transformation acoustics and the compression of spacetime
Photonics and Nanostructures - Fundamentals and Applications, Vol. 12, Núm. 4, pp. 312-318
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Electromagnetism as an emergent phenomenon: A step-by-step guide
New Journal of Physics, Vol. 16
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Space-time transformation acoustics
Wave Motion, Vol. 51, Núm. 5, pp. 785-797
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Transformational acoustic metamaterials based on pressure gradients
Physical Review B - Condensed Matter and Materials Physics, Vol. 90, Núm. 2
2013
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Good deals in markets with friction
Quantitative Finance, Vol. 13, Núm. 6, pp. 827-836