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Integration and arbitrage in the Spanish financial markets : an empirical approach
Balbás de la Corte, Alejandro; Rodríguez Longarela, Iñaki - In: The journal of futures markets 20 (2000) 4, pp. 321-344
Persistent link: https://www.econbiz.de/10001485217
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How financial theory applies to catastrophe-linked derivatives : an empirical test of several pricing models
Balbás de la Corte, Alejandro; Rodríguez Longarela, Iñaki - In: The journal of risk and insurance : the journal of the … 66 (1999) 4, pp. 551-582
Persistent link: https://www.econbiz.de/10001485802
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The temporary solution of a linear differential model under perfect foresight
Balbás de la Corte, Alejandro - In: Economic & financial modelling : a journal of the … 3 (1996) 4, pp. 177-193
Persistent link: https://www.econbiz.de/10001218804
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Measuring the degree of fulfillment of the law of one price : applications to financiao market integration
Balbás de la Corte, Alejandro - In: Investigaciones económicas 22 (1998) 2, pp. 153-177
Persistent link: https://www.econbiz.de/10001251471
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When can you immunize a bond portfolio?
Balbás de la Corte, Alejandro - In: Journal of banking & finance 22 (1998) 12, pp. 1571-1595
Persistent link: https://www.econbiz.de/10001252586
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Dispersion measures as immunization risk measures
Balbás de la Corte, Alejandro; Ibáñez, Alfredo; … - In: Journal of banking & finance 26 (2002) 6, pp. 1229-1244
Persistent link: https://www.econbiz.de/10001670773
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Risk transference constraints in optimal reinsurance
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Insurance / Mathematics & economics 103 (2022), pp. 27-40
Persistent link: https://www.econbiz.de/10013198321
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Stable solutions for optimal reinsurance problems involving risk measures
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 214 (2011) 3, pp. 796-804
Persistent link: https://www.econbiz.de/10009316167
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Measuring the arbitrage opportunieties in an intertemporal dynamic asset pricing model
Balbás de la Corte, Alejandro; Jiménez Guerra, Pedro; … - In: Applied decision analysis, (pp. 159-172). 2010
Persistent link: https://www.econbiz.de/10009127428
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Omega ratio optimization with actuarial and financial applications
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 292 (2021) 1, pp. 376-387
Persistent link: https://www.econbiz.de/10012495444