Concepedia

Ioannis Baltas

IB

Statistics

Publications

8

Citations

214

H-Index

8

Active since

2011

Affiliations

Athens University of Economics and Business(Current)

University of the Aegean

Ioannis Baltas is an author at Athens University of Economics and Business specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingEconomicsManagementFinancial EngineeringMathematical ProgrammingUncertainty QuantificationEngineeringGame Theory

Publications per year

2011–2023

8

Publications

8

Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty

Ioannis Baltas, Marek Szczepański, Gerhard‐Wilhelm Weber et al. · European Journal of Operational Research · 2021 · 74 citations

Monetary Policy, Economics, Fund Management +6

Robust control of parabolic stochastic partial differential equations under model uncertainty

Ioannis Baltas, Anastasios Xepapadeas, Athanasios N. Yannacopoulos · European Journal of Control · 2018 · 30 citations

Engineering, Uncertainty Quantification, Robust Control +8

Optimal investment and reinsurance policies in insurance markets under the effect of inside information

Ioannis Baltas, Nikolaos E. Frangos, Athanasios N. Yannacopoulos · Applied Stochastic Models in Business and Industry · 2011 · 28 citations

Health Insurance Design, Insurance Distribution, Reinsurance Policies +22

Robust portfolio decisions for financial institutions

Ioannis Baltas, Anastasios Xepapadeas, Athanasios N. Yannacopoulos · Journal of Dynamics and Games · 2018 · 27 citations · Full text

Mathematical Programming, Portfolio Management, Financial Firm +19

Portfolio management in a stochastic factor model under the existence of private information

Ioannis Baltas, Athanasios N. Yannacopoulos · IMA Journal of Management Mathematics · 2017 · 19 citations

Engineering, Portfolio Management, Stochastic Analysis +22

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