Concepedia

Raquel Balbás

RB

11

Publications

254

Citations

11

H-Index

2007

Active since

Affiliations

Universidad Carlos III de Madrid(Current)

Universidad Complutense de Madrid

University of Castilla-La Mancha

Universidad de Alcalá

Universidad Rey Juan Carlos

Raquel Balbás is an author at Universidad Carlos III de Madrid specializing in engineering, risk management, and finance.

Top concepts

EngineeringFinanceRisk ManagementBusinessManagementAsset PricingMathematical ProgrammingStatisticsFinancial EngineeringPortfolio Optimization

Publications per year

2007–2020

11

Publications

11

Optimal reinsurance under risk and uncertainty

Alejandro Balbás, Beatriz Balbás, Raquel Balbás et al. · Insurance Mathematics and Economics · 2014 · 62 citations

Economics, High Uncertainty, Financial Risk Management +7

Extending pricing rules with general risk functions

Alejandro Balbás, Raquel Balbás, José Garrido · European Journal of Operational Research · 2009 · 35 citations · Full text

Mathematical Programming, Option Pricing, Engineering +8

Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm

Alejandro Balbás, Raquel Balbás, Silvia Mayoral · European Journal of Operational Research · 2007 · 32 citations · Full text

Mathematical Programming, Optimal Hedging, Portfolio Optimization +13

CAPM and APT-like models with risk measures

Alejandro Balbás, Beatriz Balbás, Raquel Balbás · Journal of Banking & Finance · 2009 · 29 citations · Full text

Engineering, Risk Model Validation, Uncertainty Quantification +6

Good deals and benchmarks in robust portfolio selection

Alejandro Balbás, Beatriz Balbás, Raquel Balbás · European Journal of Operational Research · 2015 · 20 citations

Mathematical Programming, Portfolio Optimization, Asset Pricing +7

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