Martín Egozcue

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Person:421637


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal bounds and practical insights: Cantelli's inequality revisited
Journal of Statistical Theory and Practice
2025-01-14Paper
Optimizing hedonic editing for multiple outcomes: an algorithm
Computational Management Science
2024-09-30Paper
An integer optimization approach for determining building height
SN Operations Research Forum
2024-07-25Paper
A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables
Communications in Statistics: Theory and Methods
2023-07-03Paper
A simple model for mixing intuition and analysis
European Journal of Operational Research
2022-07-22Paper
The variance upper bound for a mixed random variable
Communications in Statistics: Theory and Methods
2022-05-17Paper
An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer?
Journal of Statistical Theory and Practice
2019-08-27Paper
Optimal consumption sequences under habit formation and satiation
Journal of Mathematical Economics
2019-03-26Paper
Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions
Journal of Statistical Distributions and Applications
2018-01-18Paper
Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging
Cogent Mathematics
2016-06-24Paper
An optimal threshold strategy in the two-envelope problem with partial information
Journal of Applied Probability
2015-05-29Paper
scientific article; zbMATH DE number 6431131 (Why is no real title available?)
 
2015-04-27Paper
Integration-segregation decisions under general value functions: ``Create your own bundle-choose 1, 2 or all 3!
IMA Journal of Management Mathematics
2014-02-24Paper
scientific article; zbMATH DE number 6151747 (Why is no real title available?)
 
2013-04-08Paper
Convex combinations of quadrant dependent copulas
Applied Mathematics Letters
2012-12-04Paper
Do investors like to diversify? A study of Markowitz preferences
European Journal of Operational Research
2012-05-14Paper
Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
Central European Journal of Mathematics
2011-12-12Paper
The covariance sign of transformed random variables with applications to economics and finance
IMA Journal of Management Mathematics
2011-07-28Paper
Revisiting Gruss's inequality: covariance bounds,QDE but not QD copulas, and central moments
 
2010-10-27Paper
Prospect theory, indifference curves, and hedging risks
Applied Mathematics Research eXpress
2010-10-12Paper
Segregation and integration: a study of the behaviors of investors with extended value functions
Advances in Decision Sciences
2010-09-29Paper
Grüss-type bounds for the covariance of transformed random variables
Journal of Inequalities and Applications
2010-04-07Paper
Gains from diversification on convex combinations: a majorization and stochastic dominance approach
European Journal of Operational Research
2009-12-10Paper
On some covariance inequalities for monotonic and non-monotonic functions
 
2009-11-23Paper


Research outcomes over time


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