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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Balbás, Alejandro [balbas]
Showing results 1 to 20 of 62
| Issue Date | Title | Author(s) | Type | | May-2003 | An overview of probabilistic and time series models in finance | Balbás, Alejandro [balbas]; Romera, Rosario [mrromera]; Ruiz, Esther [ortega] | workingPaper |
| Dec-2008 | Capital requirements: Are they the best solution? | Balbás, Alejandro [balbas] | workingPaper |
| Jun-2010 | CAPM and APT-like models with risk measures | Balbás, Alejandro [balbas]; Balbás, Beatriz; Balbás, Raquel | article |
| 2004 | CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure | Balbás, Alejandro [balbas]; Balbás, Beatriz [bbalbas]; Balbás, Raquel | workingPaper |
| Jan-2009 | Compatibility between pricing rules and risk measures: The CCVaR | Balbás, Alejandro [balbas]; Balbás, Raquel | workingPaper |
| Sep-2001 | Density theorems for ideal points in vector optimization | Balbás, Alejandro [balbas]; Ballvé, M.; Jiménez Guerra, Pedro | article |
| 2008 | Deterministic regression model and visual basic code for optimal | Balbás, Alejandro [balbas]; Balbás, Beatriz; Galperin, Inna; Galperin, Efim | article |
| Jun-2002 | Dispersion measures as immunization risk measures | Balbás, Alejandro [balbas]; Ibáñez, Alfredo; López, Susana | article |
| 2003 | The effectiveness of several market integration measures when facing a market turmoil | Pardo, Ángel; Balbás, Alejandro [balbas]; Meneu, Vicente | article |
| Jul-2000 | Envelopes for the term structure of interest rates | Balbás, Alejandro [balbas]; López, Susana | workingPaper |
| 1998 | Espacios separablemente conexos. Separably connected spaces | Balbás, Alejandro [balbas]; Estévez Toranzo, Margarita; Hervés Beloso, Carlos | article |
| Feb-2010 | Extending pricing rules with general risk functions | Balbás, Alejandro [balbas]; Balbás, Raquel; Garrido, José | article |
| Jan-2001 | Financial innovation and arbitrage in the Spanish bond market | Balbás, Alejandro [balbas]; López, Susana | workingPaper |
| Dec-2006 | Generalized vector risk functions | Balbás, Alejandro [balbas]; Jiménez Guerra, Pedro | workingPaper |
| May-2011 | Good Deals and compatible modification of risk and pricing rule: a regulatory treatment | Assa, Hirbod; Balbás, Alejandro [balbas] | article |
| Feb-2011 | Good deals in markets with frictions | Balbás, Alejandro [balbas]; Balbás, Beatriz [bbalbas]; Balbás, Raquel | workingPaper |
| Aug-2004 | Hedging bond portfolios versus infinitely many ranked factors of risk | Balbás, Alejandro [balbas]; Montagut, Esperanza H.; Pérez Fructuoso, Maria Jose | workingPaper |
| 2007 | Hedging Interest Rate Risk by Optimization in Banach Spaces | Balbás, Alejandro [balbas]; Romera, Rosario [rromera] | article |
| Jan-1999 | How does financial theory apply to catastrophe-linked derivatives? En empirical test of several princing models | Balbás, Alejandro [balbas]; Longarela, Iñaki R.; Lucia, Julio J. | workingPaper |
| Dec-1999 | How Financial Theory Applies to Catastrophe-Linked Derivatives--An Empirical Test of Several Pricing Models | Balbás, Alejandro [balbas]; Longarela, Iñaki R.; Lucia, Julio J. | article |
Showing results 1 to 20 of 62
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