| Optimal reinsurance with general risk measures A Balbás, B Balbás, A Heras Insurance: Mathematics and Economics 44 (3), 374-384, 2009 | 159 | 2009 |
| Properties of distortion risk measures A Balbás, J Garrido, S Mayoral Methodology and Computing in Applied Probability 11 (3), 385-399, 2009 | 148 | 2009 |
| Optimal reinsurance under risk and uncertainty A Balbás, B Balbás, R Balbás, A Heras Insurance: Mathematics and Economics 60, 61-74, 2015 | 64 | 2015 |
| When can you immunize a bond portfolio? A Balbás, A Ibáñez Journal of Banking & Finance 22 (12), 1571-1595, 1998 | 61 | 1998 |
| CAPM and APT-like models with risk measures A Balbás, B Balbás, R Balbás Journal of Banking & Finance 34 (6), 1166-1174, 2010 | 44 | 2010 |
| Dispersion measures as immunization risk measures A Balbás, A Ibanez, S Lopez Journal of banking & finance 26 (6), 1229-1244, 2002 | 41 | 2002 |
| Sensitivity analysis for convex multiobjective programming in abstract spaces A Balbás, PJ Guerra Journal of Mathematical Analysis and Applications 202 (2), 645-658, 1996 | 40 | 1996 |
| Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm A Balbás, R Balbás, S Mayoral European Journal of Operational Research 192 (2), 603-620, 2009 | 37 | 2009 |
| Stable solutions for optimal reinsurance problems involving risk measures A Balbás, B Balbás, A Heras European Journal of Operational Research 214 (3), 796-804, 2011 | 33 | 2011 |
| Extending pricing rules with general risk functions A Balbás, R Balbás, J Garrido European Journal of Operational Research 201 (1), 23-33, 2010 | 33 | 2010 |
| Análisis matemático para la economía II A Balbás, JA GIL FANA, S Gutiérrez Cálculo Integral y Sistemas Dinámicos. AC Madrid, 1988 | 32* | 1988 |
| Integration and arbitrage in the Spanish financial markets: An empirical approach A Balbás, IR Longarela, Á Pardo Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000 | 30 | 2000 |
| How financial theory applies to catastrophe-linked derivatives. An empirical test of several pricing models A Balbas, IR Longarela, JJ Lucia Journal of Risk and Insurance, 551-581, 1999 | 29 | 1999 |
| Programación matemática A Balbás, JA Gil Editorial AC, 1987 | 27 | 1987 |
| Minimizing measures of risk by saddle point conditions A Balbás, B Balbás, R Balbás Journal of computational and applied mathematics 234 (10), 2924-2931, 2010 | 26 | 2010 |
| Good deals and benchmarks in robust portfolio selection A Balbás, B Balbás, R Balbás European Journal of Operational Research 250 (2), 666-678, 2016 | 23 | 2016 |
| Sensitivity in multi‐objective programming under homogeneity assumptions A Balbás, M Ballvé, P Jiménez Guerra Journal of Multi‐Criteria Decision Analysis 8 (3), 133-138, 1999 | 21 | 1999 |
| Good deals in markets with friction A Balbás, B Balbás, R Balbás Quantitative Finance 13 (6), 827-836, 2013 | 20 | 2013 |
| Density theorems for ideal points in vector optimization A Balbás, M Ballvé, PJ Guerra European Journal of Operational Research 133 (2), 260-266, 2001 | 18 | 2001 |
| On the envolvent theorem in multiobjective programming A Balbás, FJ Fernández, P Jiménez Guerra Indian Journal of Pure and Applied Mathematics 26, 1035-1048, 1995 | 18 | 1995 |
