Publicaciones en colaboración con investigadores/as de Universidad Carlos III de Madrid (38)

2022

  1. Pareto efficient buy and hold investment strategies under order book linked constraints

    Annals of Operations Research, Vol. 311, Núm. 2, pp. 945-965

  2. Risk transference constraints in optimal reinsurance

    Insurance: Mathematics and Economics, Vol. 103, pp. 27-40

2021

  1. Omega ratio optimization with actuarial and financial applications

    European Journal of Operational Research, Vol. 292, Núm. 1, pp. 376-387

2019

  1. Golden options in financial mathematics

    Mathematics and Financial Economics, Vol. 13, Núm. 4, pp. 637-659

2018

  1. 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

  1. Differential equations connecting VaR and CVaR

    Journal of Computational and Applied Mathematics, Vol. 326, pp. 247-267

  2. VaR as the CVaR sensitivity: Applications in risk optimization

    Journal of Computational and Applied Mathematics, Vol. 309, pp. 175-185

2016

  1. Good deals and benchmarks in robust portfolio selection

    European Journal of Operational Research, Vol. 250, Núm. 2, pp. 666-678

  2. Outperforming benchmarks with their derivatives: Theory and empirical evidence

    Journal of Risk, Vol. 18, Núm. 4, pp. 25-52

2015

  1. Condensed Matter Lessons About the Origin of Time

    Foundations of Physics, Vol. 45, Núm. 3, pp. 279-294

  2. Do transient white holes have a place in Nature?

    Journal of Physics: Conference Series

  3. Emergent physics on Mach’s principle and the rotating vacuum

    JETP Letters, Vol. 102, Núm. 2, pp. 73-79

  4. Optimal reinsurance under risk and uncertainty

    Insurance: Mathematics and Economics, Vol. 60, pp. 61-74

  5. The Multiobjective Nature of Bonus-Malus Systems in Insurance Companies

    Multiple Criteria Decision Making (Springer Science and Business Media Deutschland GmbH), pp. 159-169

  6. The lifetime problem of evaporating black holes: Mutiny or resignation

    Classical and Quantum Gravity, Vol. 32, Núm. 3

2014

  1. Analogue transformation acoustics and the compression of spacetime

    Photonics and Nanostructures - Fundamentals and Applications, Vol. 12, Núm. 4, pp. 312-318

  2. Electromagnetism as an emergent phenomenon: A step-by-step guide

    New Journal of Physics, Vol. 16

  3. Space-time transformation acoustics

    Wave Motion, Vol. 51, Núm. 5, pp. 785-797

  4. Transformational acoustic metamaterials based on pressure gradients

    Physical Review B - Condensed Matter and Materials Physics, Vol. 90, Núm. 2

2013

  1. Good deals in markets with friction

    Quantitative Finance, Vol. 13, Núm. 6, pp. 827-836