Publicacions en què col·labora amb Alejandro Balbás de la Corte (12)

2005

  1. Measuring arbitrage profits in imperfect markets

    Investment Management and Financial Innovations, Vol. 2, Núm. 2, pp. 30-38

2002

  1. Projective system approach to the martingale characterization of the absence of arbitrage

    Journal of Mathematical Economics, Vol. 37, Núm. 4, pp. 311-323

  2. Stochastic Measures of Arbitrage

    Top, Vol. 10, Núm. 2, pp. 289-324

  3. The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets

    Computers and Mathematics with Applications, Vol. 44, Núm. 7, pp. 887-897

2001

  1. Density theorems for ideal points in vector optimization

    European Journal of Operational Research, Vol. 133, Núm. 2, pp. 260-266

  2. Projective system approach to the martingale characterization of the absence of arbitrage

    IX Foro de Finanzas

1999

  1. Sensitivity in multi-objective programming under homogeneity assumptions

    Journal of Multi-Criteria Decision Analysis, Vol. 8, Núm. 3, pp. 133-138

1998

  1. Measuring the degree of fulfillment of the law of one price: Applications to financial market integration

    Investigaciones económicas, Vol. 22, Núm. 2, pp. 153-177

  2. On the Measurement of financial market integration

    Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales, Vol. 92, Núm. 4, pp. 337-348

  3. Sensitivity and optimality conditions in the multiobjective differential programming

    Indian Journal of Pure and Applied Mathematics, Vol. 29, Núm. 7, pp. 671-680

1993

  1. Un modelo de Leontief en reticulos de Banach

    Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales, Vol. 87, Núm. 2, pp. 457-469

1992

  1. Strongly proper optimums and maximal optimization in multiobjective programming

    Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales, Vol. 86, Núm. 2, pp. 289-295