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Asignación óptima de capital en base al perfil de riesgo de las instituciones de inversión colectiva: una aplicación de las medidas de riesgo distorsionadas || Optimal Capital Allocation Based on the Risk Profile of Collective Investment Schemes: An Application of Distortion Risk Measures,
Jaume Belles-Sampera and Miguel Santolino,
in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration
(2013)
Keywords: asignación de capital; medidas de riesgo distorsionadas; perfil de riesgo; riesgo agregado; capital allocation; distortion risk measures; risk profile; aggregated risk
Beyond Value‐at‐Risk: GlueVaR Distortion Risk Measures,
Jaume Belles‐Sampera, Montserrat Guillén and Miguel Santolino,
in Risk Analysis
(2014)
Explainable AI for paid-up risk management in life insurance products,
Lluís Bermúdez, David Anaya and Jaume Belles-Sampera,
in Finance Research Letters
(2023)
Keywords: Machine learning; Shapley values; Kohonen networks; Risk analysis;
GlueVaR risk measures in capital allocation applications,
Jaume Belles-Sampera, Montserrat Guillen and Miguel Santolino,
in Insurance: Mathematics and Economics
(2014)
Keywords: Subadditivity; Tails; Distortion risk measure; Capital allocation; Risk aversion;
What attitudes to risk underlie distortion risk measure choices?,
Jaume Belles-Sampera, Montserrat Guillen and Miguel Santolino,
in Insurance: Mathematics and Economics
(2016)
Keywords: Risk management; Tolerance; Risk behavior; GlueVaR; Degree of orness;
Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem,
Jaume Belles-Sampera, Montserrat Guillen and Miguel Santolino,
in Mathematics
(2023)
Keywords: capital allocation problem; risk management; optimisation; haircut principle; risk sharing
The use of flexible quantile-based measures in risk assessment,
Jaume Belles-Sampera, Montserrat Guillén and Miguel Santolino,
in Communications in Statistics - Theory and Methods
(2016)
Modeling paid-ups in life insurance products for risk management,
David Anaya, Lluís Bermúdez and Jaume Belles-Sampera,
in Risk Management
(2024)
Keywords: Classification, Machine learning, Universal life, Rare events, Risk mitigation
Beyond Value-at-Risk: GlueVaR Distortion Risk Measures,
Jaume Belles-Sampera, Montserrat Guillen and Miguel Santolino,
from University of Barcelona, Research Institute of Applied Economics
(2013)
Keywords: Risk measures, Distortion, Subadditivity, Tails, Risk appetite JEL classification: C60, C46, D81
The use of flexible quantile-based measures in risk assessment,
Jaume Belles-Sampera, Montserrat Guillen and Miguel Santolino,
from University of Barcelona, Research Institute of Applied Economics
(2013)
Keywords: quantiles, subadditivity, tails, risk management, Value-at-Risk. JEL classification:
The use of flexible quantile-based measures in risk assessment,
Jaume Belles-Sampera, Montserrat Guillen and Miguel Santolino,
from Universitat de Barcelona, UB Riskcenter
(2015)
Keywords: quantiles, subadditivity, tails, risk management, Value-at-Risk
What attitudes to risk underlie distortion risk measure choices?,
Jaume Belles-Sampera, Montserrat Guillen and Miguel Santolino,
from Universitat de Barcelona, UB Riskcenter
(2015)
Keywords: Risk management, Risk tolerance, GlueVaR, Solvency II, Basel III.
The connection between distortion risk measures and ordered weighted averaging operators,
Jaume Belles-Sampera, José M. Merigó, Montserrat Guillen and Miguel Santolino,
in Insurance: Mathematics and Economics
(2013)
Keywords: Fuzzy systems; Degree of orness; Risk quantification; Discrete random variable;
The connection between distortion risk measures and ordered weighted averaging operators,
Jaume Belles-Sampera, José M. Merigó, Montserrat Guillen and Miguel Santolino,
from University of Barcelona, Research Institute of Applied Economics
(2012)
Keywords: Fuzzy systems; Degree of orness; Risk quantification; Discrete random variable JEL classification:C02,C60
Indicators for the characterization of discrete Choquet integrals,
Jaume Belles-Sampera, Montserrat Guillen, José M. Merigó and Miguel Santolino,
from University of Barcelona, Research Institute of Applied Economics
(2013)
Keywords: Orness, Divergence, Entropy, Choquet integral, OWA, POWA. JEL classification:
Sharing a Government,
Jaume Ventura,
from C.E.P.R. Discussion Papers
(2019)
Keywords: European integration; Centralization and decentralization; Public goods; Externalities; Fiscal federalism
Los condicionantes de los niveles de vida del campesinado en el Antiguo Régimen,
Jaume Torras,
in Historia Agraria. Revista de Agricultura e Historia Rural
(1997)
Keywords: standards of living, peasantry, material culture, ancient régime
Small Towns, Craft Guilds and Proto-Industry in Spain,
Torras Jaume,
in Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook
(1998)
A Portfolio View of the U.S. Current Account Deficit,
Jaume Ventura,
in Brookings Papers on Economic Activity
(2001)
Keywords: U.S. Current Account Deficit, Portfolio View, macroeconomics
On the origin of the gravitational quantization: The Titius–Bode law,
Jaume Giné,
in Chaos, Solitons & Fractals
(2007)
On the origin of quantum mechanics,
Jaume Giné,
in Chaos, Solitons & Fractals
(2006)
On the origin of the deflection of light,
Jaume Giné,
in Chaos, Solitons & Fractals
(2008)
On the classical descriptions of the quantum phenomena in the harmonic oscillator and in a charged particle under the coulomb force,
Jaume Giné,
in Chaos, Solitons & Fractals
(2005)
On the origin of the anomalous precession of Mercury’s perihelion,
Jaume Giné,
in Chaos, Solitons & Fractals
(2008)
On the origin of the inertia: The modified Newtonian dynamics theory,
Jaume Giné,
in Chaos, Solitons & Fractals
(2009)
Is gravitational quantization another consequence of General Relativity?,
Jaume Giné,
in Chaos, Solitons & Fractals
(2009)
The limit dynamics for the vacuum Einstein equations in a homogeneous universe,
Jaume Llibre,
in Chaos, Solitons & Fractals
(2022)
Keywords: Bianchi IX universe; Einstein equations; Homogeneous universe; An structure constant tending to zero;
Center conditions for nilpotent cubic systems using the Cherkas method,
Jaume Giné,
in Mathematics and Computers in Simulation (MATCOM)
(2016)
Keywords: Nilpotent center problem; Analytic integrability; Cherkas method; Decomposition in prime ideals; Takens normal form;
Bubbles and capital flows,
Jaume Ventura,
from Society for Economic Dynamics
(2004)
Keywords: Asset price bubbles, international capital flows, propagation of shocks, contagion
Comparative Advantage and the Cross-Section of Business Cycles,
Jaume Ventura,
from Massachusetts Institute of Technology (MIT), Department of Economics
(1998)
Product Prices and the OECD Cycle,
Jaume Ventura,
from Massachusetts Institute of Technology (MIT), Department of Economics
(1999)
Fertility, income distribution and economic growth: Theory and cross-country evidence: Comments,
Jaume Ventura,
in Japan and the World Economy
(1997)
On some open problems in planar differential systems and Hilbert’s 16th problem,
Jaume Giné,
in Chaos, Solitons & Fractals
(2007)
The labor market effects of an educational expansion,
David Jaume,
in Journal of Development Economics
(2021)
Keywords: Educational expansion; Labor market; Occupations; Wage gaps; Inequality;
Una justificación del ingreso básico fundamentada en la eficiencia,
Jaume Sempere,
in El Trimestre Económico
(1999)
Optimal Tax Rules, Pigou Taxation, and the “Double Dividend”,
Jaume Sempere,
in Economía Mexicana NUEVA ÉPOCA
(2000)
Redistribution as a Local Public Good Subject to Congestion,
Jaume Sempere,
in Economía Mexicana NUEVA ÉPOCA
(2008)
Keywords: migration, gains from trade.
Bubbles and capital flows,
Jaume Ventura,
in Journal of Economic Theory
(2012)
Keywords: Bubbles; International transmission of shocks; Capital flows; Economic growth;
Towards a Theory of Current Accounts,
Jaume Ventura,
from C.E.P.R. Discussion Papers
(2002)
Keywords: Current account theory; Short and long term capital flows
Coloquio,
Jaume Torras,
in Revista de Historia Económica / Journal of Iberian and Latin American Economic History
(1984)
Towards a Theory of Current Accounts,
Jaume Ventura,
in The World Economy
(2003)
On potential Pareto gains from free trade areas formation,
Jaume Sempere,
in Journal of Public Economic Theory
(2022)
Rigid Polynomial Differential Systems with Homogeneous Nonlinearities,
Jaume Llibre,
in Mathematics
(2024)
Keywords: quadratic systems; quadratic differential systems; limit cycles; rigid system; rigid differential systems
How to evaluate the effects of climate change on tourism,
Jaume Rossello,
in Tourism Management
(2014)
Keywords: Climate change; Effects of climate change; Climate indexes; Tourism demand;
Forecasting Turning Points in International Visitor Arrivals in the Balearic Islands,
Jaume Rossello,
in Tourism Economics
(2001)
Keywords: tourism; leading indicators; tourism cycles
Talking about regeneration,
Jaume Baguñà,
in Nature
(2002)
Joseph Schumpeter Lecture: Sharing a Government,
Jaume Ventura,
in Journal of the European Economic Association
(2019)
Global View of Economic Growth,
Jaume Ventura,
from C.E.P.R. Discussion Papers
(2005)
Keywords: Economic growth; International trade; Globalization
Growth and Interdependence,
Jaume Ventura,
in The Quarterly Journal of Economics
(1997)
The impact of the NAO index on European Airline Transit,
Jaume Rossello,
from Centre de Recerca Econòmica (UIB ·"Sa Nostra")
(2009)
Keywords: NAO, tourism, travel, climate change, airline industry
A survey of some mathematical programming models in transportation,
Jaume Barceló,
in TOP: An Official Journal of the Spanish Society of Statistics and Operations Research
(1997)
Keywords: Nonlinear Network Flows, Traffic Assignment, Bilevel Optimization, 90C27,
Sharing a Government,
Jaume Ventura,
from National Bureau of Economic Research, Inc
(2019)
Towards a Theory of Current Accounts,
Jaume Ventura,
from National Bureau of Economic Research, Inc
(2002)
A Global View of Economic Growth,
Jaume Ventura,
from National Bureau of Economic Research, Inc
(2005)
Comment on "How Do Laffer Curves Differ Across Countries?",
Jaume Ventura,
from National Bureau of Economic Research, Inc
(2012)
Bubbles and Capital Flows,
Jaume Ventura,
from National Bureau of Economic Research, Inc
(2002)
Bubbles and Capital Flows,
Jaume Ventura,
from C.E.P.R. Discussion Papers
(2002)
Keywords: Asset price bubbles; International capital flows
The Labor Market Effects of an Educational Expansion. A Theoretical Model with Applications to Brazil,
David Jaume,
from CEDLAS, Universidad Nacional de La Plata
(2018)
On potential Pareto gains from free trade areas formation,
Jaume Sempere,
from El Colegio de México, Centro de Estudios Económicos
(2020)
Keywords: gains form trade, Free Trade Areas, rules of origin, general equilibrium
Registered author: Jaume Sempere
A Global View of Economic Growth,
Jaume Ventura,
from Elsevier
(2005)
Regression Analysis,
Jaume Rossello,
from Edward Elgar Publishing
(2012)
Keywords: Development Studies, Environment, Geography, Research Methods,
Sharing a government,
Jaume Ventura,
from Department of Economics and Business, Universitat Pompeu Fabra
(2019)
Keywords: European integration, centralization and decentralization, public goods, externalities, fiscal federalism.
Radial measures of public services deficit for regional allocation of public funds,
Jaume Puig,
from Department of Economics and Business, Universitat Pompeu Fabra
(1999)
Keywords: Regional allocation, public services, equality of access, data envelopment analysis, best service availability frontier
Technical inefficiency and public capital in US States: A stochastic frontier approach,
Jaume Puig,
from Department of Economics and Business, Universitat Pompeu Fabra
(2000)
Keywords: Public capital productivity, technical efficiency, stochastic frontier approach
Incentives and pharmaceutical reimbursement reforms in Spain,
Jaume Puig,
from Department of Economics and Business, Universitat Pompeu Fabra
(2003)
Keywords: Spanish health care system, negative list, reference pricing, pharmacy reimbursement, pharmaceutical industry
Aspectos macroeconomicos del gasto sanitario en el proceso de convergencia europea,
Jaume Puig,
from Department of Economics and Business, Universitat Pompeu Fabra
(1994)
Bubbles and capital flows,
Jaume Ventura,
from Department of Economics and Business, Universitat Pompeu Fabra
(2010)
Keywords: Asset price bubbles, international capital flows
A global view of economic growth,
Jaume Ventura,
from Department of Economics and Business, Universitat Pompeu Fabra
(2005)
Keywords: Economic growth, international trade, globalization
The impact of generic reference pricing interventions in the statin market,
Jaume Puig,
from Department of Economics and Business, Universitat Pompeu Fabra
(2005)
Keywords: Pharmaceutical sales, generic medicines, pharmaceutical reference pricing, statins
Radial measures of public services deficit for regional allocation of public funds,
Jaume Puig,
from Department of Economics and Business, Universitat Pompeu Fabra
(1999)
Keywords: Regional allocation, public services, equality of access, data envelopment analysis, best service availability frontier
Incentives and pharmaceutical reimbursement reforms in Spain,
Jaume Puig,
from Department of Economics and Business, Universitat Pompeu Fabra
(2003)
Keywords: Spanish health care system, negative list, reference pricing, pharmacy reimbursement, pharmaceutical industry
The impact of generic reference pricing interventions in the statin market,
Jaume Puig,
from Department of Economics and Business, Universitat Pompeu Fabra
(2005)
Keywords: Pharmaceutical sales, generic medicines, pharmaceutical reference pricing, statins
Registered author: Jaume Ventura
Registered author: Jaume Rossello
Comment on "Current Account Reversals and Currency Crises: Empirical Regularities",
Jaume Ventura,
from National Bureau of Economic Research, Inc
(2000)
Models, Traffic Models, Simulation, and Traffic Simulation,
Jaume Barceló,
from Springer
(2010)
Keywords: Traffic Flow, Route Choice, Traffic Simulation, Simultaneous Perturbation Stochastic Approximation, Dynamic Traffic Assignment
Fundamentals of Traffic Simulation,
Jaume Barceló,
from Springer
(2010)
Intelligence and Innovation for City Tourism Sustainability,
Jaume Mata,
from Springer
(2019)
Keywords: Sustainability, Tourism cities, Urban communities, Impacts
Sharing Government,
Jaume Ventura,
from Barcelona School of Economics
(2019)
Keywords: European integration, centralization and decentralization, Public Goods, Externalities, fiscal federalism
A Global View of Economic Growth,
Jaume Ventura,
from Barcelona School of Economics
(2005)
Keywords: economic growth, international trade, globalization
Bubbles and Capital Flows,
Jaume Ventura,
from Barcelona School of Economics
(2010)
Integrability conditions of a resonant saddle in generalized Liénard-like complex polynomial differential systems,
Jaume Giné and Jaume Llibre,
in Chaos, Solitons & Fractals
(2017)
Keywords: Center problem; Analytic integrability; Polynomial complex differential systems;
A characterization of the generalized Liénard polynomial differential systems having invariant algebraic curves,
Jaume Giné and Jaume Llibre,
in Chaos, Solitons & Fractals
(2022)
Keywords: Liénard polynomial differential systems; Invariant algebraic curve; First integrals;
The solution of the Poincaré problem on the rational first integral for the Liénard polynomial differential equations,
Jaume Giné and Jaume Llibre,
in Chaos, Solitons & Fractals
(2023)
Keywords: Liénard equation; Rational first integral; Poincaré problem; Polynomial differential equation;
Invariant Algebraic Curves of Generalized Liénard Polynomial Differential Systems,
Jaume Giné and Jaume Llibre,
in Mathematics
(2022)
Keywords: Liénard differential systems; invariant algebraic curve; first integrals
El finançament de les obres de la Seu de Mallorca. (The financing of the building work of Mallorca Cathedral),
Jaume Sastre Moll,
in De Computis "Revista Española de Historia de la Contabilidad". De Computis "Spanish Journal of Accounting History".
(2010)
Keywords: Financiación de obras; gótico, catedral, Mallorca, libros de cuentas. Building work financing, gothic, cathedral, Mallorca, account books.
Predictor Selection for Synthetic Controls,
Jaume Vives-i-Bastida,
from arXiv.org
(2022)
The securitization of residential rental revenue streams in Europe,
Jaume Roig Hernando,
in International Journal of Housing Markets and Analysis
(2017)
Keywords: Real estate investment, Property finance, Alternative finance, Non-performance loans, Property securitization, REO-to-rental securitization, R30, G02, G18, G14, G32
STRETCHING THE NET: MULTIDIMENSIONAL REGULARIZATION,
Jaume Vives-i-Bastida,
in Econometric Theory
(2023)
The Labor Market Effects of an Educational Expansion. A Theoretical Model with Applications to Brazil,
David Jose Jaume,
from Job Market Papers
(2017)
Gasto farmacéutico en España: efectos de la participación del usuario en el coste,
Jaume Puig Junoy,
in Investigaciones Economicas
(1988)
Métodos de estimación de modelos de oferta de trabajo basados en la predicción de los salarios,
Jaume Garcia Villar,
in Investigaciones Economicas
(1991)
Registered author: Jaume Garau-Taberner
Technical efficiency in the clinical management of critically ill patients,
Jaume Puig‐Junoy,
in Health Economics
(1998)
Partitioning input cost efficiency into its allocative and technical components: an empirical DEA application to hospitals,
Jaume Puig-Junoy,
in Socio-Economic Planning Sciences
(2000)
Crowdfunding: The collaborative economy for channelling institutional and household savings,
Jaume Roig Hernando,
in Research in International Business and Finance
(2016)
Keywords: Financial markets; Collaborative economy; Crowdfunding; Alternative investment; Retail investors; Retirement plans; Small and medium enterprises (SMEs);
The impact of generic reference pricing interventions in the statin market,
Jaume Puig-Junoy,
in Health Policy
(2007)
Keywords: Drug costs Pharmaceutical economics Generic drugs
Incentives and pharmaceutical reimbursement reforms in Spain,
Jaume Puig-Junoy,
in Health Policy
(2004)
Evidence of direct and indirect rebound effect in households in EU-27 countries,
Jaume Freire-González,
in Energy Policy
(2017)
Keywords: Economic structure; Efficiency policies; Energy efficiency; EU-27; Rebound effect; Re-spending;