Balbás, A., Balbás, B. & Balbás, R.: "CAPM and APT-like models with risk measures" Journal of Banking and Finance vol. 34 (6), 2010, 1166-1174.
Balbás, A. & Romera, R.: “Hedging Interest Rate Risk by Optimization in Banach Spaces” Journal of Optimization Theory and Applications vol. 132 (1), 2007, 175–191.
Balbás, A., Mirás, M. & Muñoz-Bouzo, M.J.: “Projective System Approach to the Martingale Characterization of the Absence of Arbitrage”, Journal of Mathematical Economics vol. 37, 2002, 311-327.
Balbás, A. & Ibañez, A.: “When Can you Immunize a Bond Portfolio?”, Journal of Banking and Finance, vol. 22, 1998, 1571-1595.
Balbás, A. & Romera, R.: “Hedging Interest Rate Risk by Optimization in Banach Spaces” Journal of Optimization Theory and Applications vol. 132 (1), 2007, 175–191.
Balbás, A., Mirás, M. & Muñoz-Bouzo, M.J.: “Projective System Approach to the Martingale Characterization of the Absence of Arbitrage”, Journal of Mathematical Economics vol. 37, 2002, 311-327.
Balbás, A., Longarela, I.R. & Lucía, J.: “How Financial Theory Applies to Catastrophe-Linked Derivatives: An Empirical Test of Several Pricing Models”, Journal of Risk and Insurance vol. 66, 1999, 551-582.
Balbás, A. & Ibañez, A.: “When Can you Immunize a Bond Portfolio?”, Journal of Banking and Finance, vol. 22, 1998, 1571-1595.
Balbás, A. & Guerra, P.J.: “Sensitivity Analysis for Convex Multiobjective Programming in Abstract Spaces”, Journal of Mathematical Analysis and Applications, vol. 202, 1996, 645-658.