Alejandro Balbás

938 total citations
64 papers, 597 citations indexed

About

Alejandro Balbás is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Alejandro Balbás has authored 64 papers receiving a total of 597 indexed citations (citations by other indexed papers that have themselves been cited), including 39 papers in Finance, 35 papers in Management Science and Operations Research and 33 papers in Economics and Econometrics. Recurrent topics in Alejandro Balbás's work include Stochastic processes and financial applications (37 papers), Risk and Portfolio Optimization (33 papers) and Economic theories and models (20 papers). Alejandro Balbás is often cited by papers focused on Stochastic processes and financial applications (37 papers), Risk and Portfolio Optimization (33 papers) and Economic theories and models (20 papers). Alejandro Balbás collaborates with scholars based in Spain, Canada and Mexico. Alejandro Balbás's co-authors include Beatriz Balbás, Antonio Heras, Silvia Mayoral, José Garrido, Alfredo Ibáñez, José Félix Tezanos Tortajada, E.A. Galperin, Rosario Romera, Pilar Jiménez and Gregorio Serna and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of Banking & Finance.

In The Last Decade

Alejandro Balbás

58 papers receiving 556 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Alejandro Balbás Spain 13 401 326 258 166 68 64 597
Matti Koivu Germany 10 183 0.5× 129 0.4× 141 0.5× 57 0.3× 23 0.3× 21 325
Harry Zheng United Kingdom 12 148 0.4× 126 0.4× 307 1.2× 80 0.5× 107 1.6× 72 502
Antonio Heras Spain 8 227 0.6× 199 0.6× 63 0.2× 130 0.8× 33 0.5× 25 344
Tim J. Boonen Netherlands 17 404 1.0× 432 1.3× 108 0.4× 304 1.8× 27 0.4× 87 684
Nora Muler Argentina 9 129 0.3× 134 0.4× 159 0.6× 127 0.8× 47 0.7× 17 381
Marie-Claire Quenez France 11 233 0.6× 250 0.8× 615 2.4× 162 1.0× 11 0.2× 18 648
Jan Večeř United States 13 112 0.3× 259 0.8× 571 2.2× 111 0.7× 25 0.4× 31 707
Miloš Kopa Czechia 15 429 1.1× 228 0.7× 342 1.3× 94 0.6× 11 0.2× 52 706
Knut K. Aase Norway 14 218 0.5× 504 1.5× 543 2.1× 285 1.7× 14 0.2× 69 801
Jan Kallsen Germany 20 268 0.7× 591 1.8× 1.2k 4.6× 226 1.4× 13 0.2× 51 1.3k

Countries citing papers authored by Alejandro Balbás

Since Specialization
Citations

This map shows the geographic impact of Alejandro Balbás's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alejandro Balbás with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alejandro Balbás more than expected).

Fields of papers citing papers by Alejandro Balbás

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alejandro Balbás. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alejandro Balbás. The network helps show where Alejandro Balbás may publish in the future.

Co-authorship network of co-authors of Alejandro Balbás

This figure shows the co-authorship network connecting the top 25 collaborators of Alejandro Balbás. A scholar is included among the top collaborators of Alejandro Balbás based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alejandro Balbás. Alejandro Balbás is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Balbás, Alejandro, et al.. (2025). Optimal Design of Multi-Asset Options. Risks. 13(1). 16–16.
2.
Balbás, Alejandro & Gregorio Serna. (2023). Selling options to beat the market: Further empirical evidence. Research in International Business and Finance. 67. 102119–102119. 1 indexed citations
3.
Balbás, Alejandro, et al.. (2023). Bidual Representation of Expectiles. Risks. 11(12). 220–220. 4 indexed citations
4.
Balbás, Alejandro, et al.. (2021). Pareto efficient buy and hold investment strategies under order book linked constraints. Annals of Operations Research. 311(2). 945–965. 2 indexed citations
5.
Balbás, Alejandro, et al.. (2021). Risk transference constraints in optimal reinsurance. Insurance Mathematics and Economics. 103. 27–40. 6 indexed citations
6.
Balbás, Alejandro, et al.. (2017). Differential equations connecting VaR and CVaR. Journal of Computational and Applied Mathematics. 326. 247–267. 10 indexed citations
7.
Balbás, Alejandro, et al.. (2016). VaR as the CVaR sensitivity: Applications in risk optimization. Journal of Computational and Applied Mathematics. 309. 175–185. 10 indexed citations
8.
Balbás, Alejandro, et al.. (2014). Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. Stochastic Processes and their Applications. 124(9). 2868–2891. 3 indexed citations
9.
Balbás, Alejandro, et al.. (2010). Minimizing measures of risk by saddle point conditions. Journal of Computational and Applied Mathematics. 234(10). 2924–2931. 11 indexed citations
10.
Balbás, Alejandro, et al.. (2008). Deterministic regression model and visual basic code for optimal forecasting of financial time series. Computers & Mathematics with Applications. 56(10). 2757–2771.
11.
Balbás, Alejandro, José Garrido, & Silvia Mayoral. (2008). Properties of Distortion Risk Measures. Methodology And Computing In Applied Probability. 11(3). 385–399. 64 indexed citations
12.
Balbás, Alejandro, et al.. (2008). Sequential Arbitrage Measurements and Interest Rate Envelopes. Journal of Optimization Theory and Applications. 138(3). 361–374. 3 indexed citations
13.
Balbás, Alejandro, et al.. (2007). Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm. European Journal of Operational Research. 192(2). 603–620. 22 indexed citations
14.
Balbás, Alejandro & Silvia Mayoral. (2006). Nonconvex optimization for pricing and hedging in imperfect markets. Computers & Mathematics with Applications. 52(1-2). 121–136. 1 indexed citations
15.
Balbás, Alejandro, et al.. (2005). Measuring Arbitrage Profits in Imperfect Markets. SHILAP Revista de lepidopterología.
16.
Balbás, Alejandro, et al.. (2004). Nonsmooth nonconvex global optimization in a Banach space with a basis. Computers & Mathematics with Applications. 48(1-2). 131–144. 1 indexed citations
17.
Tornero, Ángel Pardo, Alejandro Balbás, & Vicente Meneu. (2001). The Effectiveness of Several Market Integration Measures When Facing a Market Turmoil. SSRN Electronic Journal. 1 indexed citations
18.
Balbás, Alejandro, et al.. (2000). Integration and arbitrage in the Spanish financial markets: An empirical approach*. Journal of Futures Markets. 20(4). 321–321. 1 indexed citations
19.
Balbás, Alejandro, et al.. (1998). Measuring the degree of fulfillment of the law of one price: Applications to financial market integration. Investigación Económica. 22(2). 153–177. 5 indexed citations
20.
Balbás, Alejandro, et al.. (1996). Sensitivity Analysis for Convex Multiobjective Programming in Abstract Spaces. Journal of Mathematical Analysis and Applications. 202(2). 645–658. 21 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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