Publications by the researcher in collaboration with 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