Author:
Balbás Alejandro,Balbás Beatriz,Balbás Raquel
Publisher
Springer Berlin Heidelberg
Reference24 articles.
1. Alexander S, Coleman TF, Li Y (2006) Minimizing CVaR and VaR for a portfolio of derivatives. J Bank Finance 30:538–605
2. Artzner P, Delbaen F, Eber JM, Heath D (1999) Coherent measures of risk. Math Finance 9:203–228
3. Balbás A, Balbás R, Mayoral S (2009) Portfolio choice problems and optimal hedging with general risk functions: a simplex-like algorithm. Eur J Oper Res 192(2):603–620
4. Balbás A, Galperin E, Guerra PJ (2005) Sensitivity of Pareto solutions in multiobjective optimization. J Optim Theor Appl 126(2):247–264
5. Balbás A, Romera R (2007) Hedging bond portfolios by optimization in Banach spaces. J Optim Theor Appl 132(1):175–191