Silvia Mayoral

Properties of Distortion Risk Measures

Alejandro Balbás, José Garrido, Silvia Mayoral · Methodology And Computing In Applied Probability · 2008 · 114 citations · Full text

Engineering, Risk Management, Risk Metric +4

Cannibalization, depredation, and market remuneration of power plants

Juan Ignacio Peña, Rosa Rodríguez, Silvia Mayoral · Energy Policy · 2022 · 43 citations

Economics, Business, Natural Resource Economics +2

Corporation as a Crucial Ally Against Corruption

Reyes Calderón, José Luis Álvarez, Silvia Mayoral · Journal of Business Ethics · 2008 · 35 citations · Full text

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

<scp>Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator</scp>

Frédéric Godin, Silvia Mayoral, Manuel Morales · Journal of Risk & Insurance · 2012 · 23 citations · Full text

Mathematical Programming, Large Deviations, Option Pricing +14