Alejandro Balbás

Charles III University of Madrid - Department of Business Administration

Calle Madrid 126

Getafe, Madrid, Madrid 28903

Spain

SCHOLARLY PAPERS

9

DOWNLOADS

1,473

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

Measuring Risk When Expected Losses are Unbounded

Risks 2014, 2(4), 411-424
Number of pages: 14 Posted: 19 Apr 2015
Alejandro Balbás, Iván Blanco and José Garrido
Charles III University of Madrid - Department of Business Administration, CUNEF University and Concordia University, Quebec - Department of Mathematics & Statistics
Downloads 370 (152,258)

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heavy tail, risk measures, representation theorem, applications

2.

Selling Options to Beat the Market: Further Empirical Evidence

Number of pages: 33 Posted: 11 Jan 2022
Alejandro Balbás and Gregorio Serna
Charles III University of Madrid - Department of Business Administration and University of Alcala
Downloads 274 (210,083)

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Downside risk measure, derivative market, buy and hold golden strategy, outperforming benchmarks, market efficiency.

3.

Financial Innovation and Arbitrage in the Spanish Bond Market

Number of pages: 16 Posted: 04 Apr 2001
Alejandro Balbás and Susana López
Charles III University of Madrid - Department of Business Administration and Charles III University of Madrid - Department of Business Administration
Downloads 263 (217,998)

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4.

Price Inefficiencies in Commodities-Linked Derivatives Markets: A Model-Free Analysis

Number of pages: 31 Posted: 20 Nov 2008
Alejandro Balbás, Anna Downarowicz and Javier Gil-Bazo
Charles III University of Madrid - Department of Business Administration, affiliation not provided to SSRN and Universitat Pompeu Fabra
Downloads 207 (274,383)
Citation 1

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commodities-linked derivatives, price effciency, options markets, portfolio global dominance

5.

The Effectiveness of Several Market Integration Measures When Facing a Market Turmoil

Number of pages: 38 Posted: 28 Nov 2001
Alejandro Balbás, Ángel Pardo Tornero and Vicente Meneu
Charles III University of Madrid - Department of Business Administration, University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 157 (350,062)

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market integration, statistical techniques, principles of asset valuation, arbitrage, IBEX-35, futures contract

6.

Market Imperfections, Discount Factors and Global Dominance: An Empirical Analysis with Oil-Linked Derivatives

Number of pages: 33 Posted: 26 Feb 2008
Alejandro Balbás, Anna Downarowicz and Javier Gil-Bazo
Charles III University of Madrid - Department of Business Administration, affiliation not provided to SSRN and Universitat Pompeu Fabra
Downloads 140 (384,019)

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Stochastic Discount Factor, Markets with Frictions, Oil-Linked Derivatives

7.

Good Deal Indices in Asset Pricing: Actuarial and Financial Implications

Number of pages: 31 Posted: 01 Feb 2017
Alejandro Balbás, José Garrido and Ramin Okhrati
Charles III University of Madrid - Department of Business Administration, Concordia University, Quebec - Department of Mathematics & Statistics and University of Southampton - School of Mathematics
Downloads 62 (650,806)

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Risk Measure, Compatibility between Prices and Risks, Good Deal Size Measurement, Actuarial and Financial Implications

8.

Integration and Arbitrage in the Spanish Financial Markets: An Empirical Approach

The Journal of Futures Markets, Vol. 20, No. 4, pp. 321-344, 2000
Posted: 30 Aug 2007
Charles III University of Madrid - Department of Business Administration, Stockholm University - Stockholm Business School and University of Valencia - Department of Financial Economics

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9.

How Financial Theory Applies to Catastrophe-Linked Derivatives. An Empirical Test of Several Pricing Models

The Journal of Risk and Insurance, Vol. 66, No. 4, pp. 551-582, 1999
Posted: 30 Aug 2007
Charles III University of Madrid - Department of Business Administration, Stockholm University - Stockholm Business School and University of Valencia - Faculty of Economics

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