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)

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)

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)