Publications by the researcher in collaboration with Eva Alfaro Cid (6)

2016

  1. Hedging foreign exchange rate risk: Multi-currency diversification

    European journal of management and business economics, Vol. 25, Núm. 1, pp. 2-7

2012

  1. A naïve approach to speed up portfolio optimization problem using a multiobjective genetic algoritm

    Investigaciones europeas de dirección y economía de la empresa, Vol. 18, Núm. 2, pp. 126-131

2011

  1. Mean-VaR Portfolio Selection Under Real Constraints

    Computational Economics, Vol. 37, Núm. 2, pp. 113-131

  2. Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm

    International Journal of Risk Assessment and Management, Vol. 15, Núm. 5-6, pp. 453-477

2010

  1. Minimizing value-at-risk in a portfolio optimization problem using a multiobjective genetic algorithm

    Global Financial & Business Networks and Information Management Systems (Academia Europea de Dirección y Economía de la Empresa, AEDEM)

  2. Several risk measures in portfolio selection: is it wothwhile?

    Revista española de financiación y contabilidad, Núm. 147, pp. 421-444