Density theorems for ideal points in vector optimization. - Alejandro Balbás; M. E. Ballvé; Pedro Jiménez Guerra (Eur. J. Oper. Res., 2001)

Orthogonality in multiobjective optimization. - Alejandro Balbás; Efim A. Galperin; Pedro Jiménez Guerra (Appl. Math. Lett., 2003)

Nonconvex optimization for pricing and hedging in imperfect markets. - Alejandro Balbás; Silvia Mayoral (Comput. Math. Appl., 2006)

Risk-neutral valuation with infinitely many trading dates. - Alejandro Balbás; Raquel Balbás; Silvia Mayoral (Math. Comput. Model., 2007)

Deterministic regression model and visual basic code for optimal forecasting of financial time series. - Alejandro Balbás; Beatriz Balbás; Inna Galperin; Efim A. Galperin (Comput. Math. Appl., 2008)

Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm. - Alejandro Balbás; Raquel Balbás; Silvia Mayoral (Eur. J. Oper. Res., 2009)

Extending pricing rules with general risk functions. - Alejandro Balbás; Raquel Balbás; José Garrido (Eur. J. Oper. Res., 2010)

Minimizing measures of risk by saddle point conditions. - Alejandro Balbás; Beatriz Balbás; Raquel Balbás (J. Comput. Appl. Math., 2010)

Stable solutions for optimal reinsurance problems involving risk measures. - Alejandro Balbás; Beatriz Balbás; Antonio J. Heras (Eur. J. Oper. Res., 2011)

Good deals and benchmarks in robust portfolio selection. - Alejandro Balbás; Beatriz Balbás; Raquel Balbás (Eur. J. Oper. Res., 2016)

VaR as the CVaR sensitivity: Applications in risk optimization. - Alejandro Balbás; Beatriz Balbás; Raquel Balbás (J. Comput. Appl. Math., 2017)

Differential equations connecting VaR and CVaR. - Alejandro Balbás; Beatriz Balbás; Raquel Balbás (J. Comput. Appl. Math., 2017)

Good deal indices in asset pricing: actuarial and financial implications. - Alejandro Balbás; José Garrido; Ramin Okhrati (Int. Trans. Oper. Res., 2019)

Omega ratio optimization with actuarial and financial applications. - Alejandro Balbás; Beatriz Balbás; Raquel Balbás (Eur. J. Oper. Res., 2021)

Pareto efficient buy and hold investment strategies under order book linked constraints. - Alejandro Balbás; Beatriz Balbás; Raquel Balbás (Ann. Oper. Res., 2022)