default author photo

Raquel Balbás

Universidad Complutense de Madrid (UCM)

Carretera de Humera s/n

Madrid, Madrid 28223

Spain

SCHOLARLY PAPERS

2

DOWNLOADS

233

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Lambda-Quantiles as Fixed Points

Number of pages: 32 Posted: 19 Oct 2023
Alejandro Balbás, Beatriz Balbás and Raquel Balbás
Charles III University of Madrid, University of Alcala and Universidad Complutense de Madrid (UCM)
Downloads 123 (584,619)

Abstract:

Loading...

Lambda-quantile, lambda-fixed point risk measure, risk representation, risk optimization.

2.

Bidual Approaches in Risk Representation

Number of pages: 32 Posted: 15 Jan 2021
Alejandro Balbás, Beatriz Balbás and Raquel Balbás
Charles III University of Madrid, University of Alcala and Universidad Complutense de Madrid (UCM)
Downloads 110 (640,165)

Abstract:

Loading...

Risk Measure, Bidual Representation, Model Risk