Beatriz Balbás

414 total citations
23 papers, 302 citations indexed

About

Beatriz Balbás is a scholar working on Management Science and Operations Research, Economics and Econometrics and Finance. According to data from OpenAlex, Beatriz Balbás has authored 23 papers receiving a total of 302 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Management Science and Operations Research, 17 papers in Economics and Econometrics and 14 papers in Finance. Recurrent topics in Beatriz Balbás's work include Risk and Portfolio Optimization (20 papers), Stochastic processes and financial applications (13 papers) and Insurance, Mortality, Demography, Risk Management (11 papers). Beatriz Balbás is often cited by papers focused on Risk and Portfolio Optimization (20 papers), Stochastic processes and financial applications (13 papers) and Insurance, Mortality, Demography, Risk Management (11 papers). Beatriz Balbás collaborates with scholars based in Spain and Canada. Beatriz Balbás's co-authors include Alejandro Balbás, Antonio Heras and E.A. Galperin and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Computers & Mathematics with Applications.

In The Last Decade

Beatriz Balbás

21 papers receiving 296 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Beatriz Balbás Spain	9	263	215	134	107	12	23	302
Fangda Liu Canada	9	205 0.8×	170 0.8×	116 0.9×	57 0.5×	11 0.9×	25	247
Alexandru Badescu Canada	13	190 0.7×	272 1.3×	169 1.3×	321 3.0×	4 0.3×	40	481
Mitja Stadje Germany	9	150 0.6×	125 0.6×	78 0.6×	178 1.7×	9 0.8×	28	247
Marcos Escobar Canada	10	91 0.3×	101 0.5×	85 0.6×	265 2.5×	6 0.5×	57	319
Kai Detlefsen United States	4	178 0.7×	76 0.4×	55 0.4×	178 1.7×	20 1.7×	8	245
Jörn Saß Germany	11	106 0.4×	122 0.6×	31 0.2×	192 1.8×	4 0.3×	43	261
Yonggan Zhao Canada	13	178 0.7×	201 0.9×	89 0.7×	288 2.7×	15 1.3×	42	379
Frank Thomas Seifried Germany	12	146 0.6×	235 1.1×	53 0.4×	319 3.0×	28 2.3×	52	403
Zongxia Liang China	10	196 0.7×	151 0.7×	206 1.5×	189 1.8×	6 0.5×	33	314

Countries citing papers authored by Beatriz Balbás

Since Specialization

Citations

This map shows the geographic impact of Beatriz 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 Beatriz Balbás with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Beatriz Balbás more than expected).

Fields of papers citing papers by Beatriz Balbás

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Beatriz 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 Beatriz Balbás. The network helps show where Beatriz Balbás may publish in the future.

Co-authorship network of co-authors of Beatriz Balbás

This figure shows the co-authorship network connecting the top 25 collaborators of Beatriz Balbás. A scholar is included among the top collaborators of Beatriz 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 Beatriz Balbás. Beatriz Balbás is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Balbás, Alejandro, et al.. (2025). Optimal Design of Multi-Asset Options. Risks. 13(1). 16–16.

Balbás, Alejandro, et al.. (2023). Bidual Representation of Expectiles. Risks. 11(12). 220–220. 4 indexed citations

Balbás, Alejandro, et al.. (2023). Lambda-Quantiles as Fixed Points. SSRN Electronic Journal. 1 indexed citations

Balbás, Alejandro, et al.. (2022). Actuarial pricing with financial methods. Scandinavian Actuarial Journal. 2023(5). 450–476. 3 indexed citations

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

Balbás, Alejandro, et al.. (2021). Risk transference constraints in optimal reinsurance. Insurance Mathematics and Economics. 103. 27–40. 6 indexed citations

Balbás, Alejandro, et al.. (2020). Omega ratio optimization with actuarial and financial applications. European Journal of Operational Research. 292(1). 376–387. 8 indexed citations

Balbás, Alejandro, et al.. (2019). Golden options in financial mathematics. Mathematics and Financial Economics. 13(4). 637–659. 9 indexed citations

Balbás, Alejandro, et al.. (2017). Differential equations connecting VaR and CVaR. Journal of Computational and Applied Mathematics. 326. 247–267. 10 indexed citations

10.

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

11.

Balbás, Alejandro, et al.. (2015). Good deals and benchmarks in robust portfolio selection. European Journal of Operational Research. 250(2). 666–678. 16 indexed citations

12.

Balbás, Alejandro, et al.. (2014). Optimal reinsurance under risk and uncertainty. Insurance Mathematics and Economics. 60. 61–74. 48 indexed citations

13.

Balbás, Alejandro, et al.. (2013). Good deals in markets with friction. Quantitative Finance. 13(6). 827–836. 5 indexed citations

14.

Heras, Antonio, et al.. (2012). Conditional Tail Expectation and Premium Calculation. Astin Bulletin. 42(1). 325–342. 8 indexed citations

15.

Balbás, Alejandro, Beatriz Balbás, & Antonio Heras. (2011). Stable solutions for optimal reinsurance problems involving risk measures. European Journal of Operational Research. 214(3). 796–804. 29 indexed citations

16.

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

17.

Balbás, Alejandro, et al.. (2009). CAPM and APT-like models with risk measures. Journal of Banking & Finance. 34(6). 1166–1174. 19 indexed citations

18.

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.

19.

Balbás, Alejandro, Beatriz Balbás, & Antonio Heras. (2008). Optimal reinsurance with general risk measures. Insurance Mathematics and Economics. 44(3). 374–384. 107 indexed citations

20.

Balbás, Alejandro, Beatriz Balbás, & Antonio Heras. (2008). Optimal Reinsurance Wtih General Risk Functions. Spectrum Research Repository (Concordia University). 2 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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