Martín Egozcue

Available identifiers

zbMath Open egozcue.martinMaRDI QIDQ421637

List of research outcomes

Publication	Date of Publication	Type
A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables	2023-07-03	Paper
A simple model for mixing intuition and analysis	2022-07-22	Paper
The variance upper bound for a mixed random variable	2022-05-17	Paper
An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer?	2019-08-27	Paper
Optimal consumption sequences under habit formation and satiation	2019-03-26	Paper
Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions	2018-01-18	Paper
Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging	2016-06-24	Paper
An Optimal Threshold Strategy in the Two-Envelope Problem with Partial Information	2015-05-29	Paper
https://portal.mardi4nfdi.de/entity/Q5248022	2015-04-27	Paper
Integration-segregation decisions under general value functions: 'Create your own bundle--choose 1, 2 or all 3!'	2014-02-24	Paper
https://portal.mardi4nfdi.de/entity/Q4913639	2013-04-08	Paper
Convex combinations of quadrant dependent copulas	2012-12-04	Paper
Do investors like to diversify? A study of Markowitz preferences	2012-05-14	Paper
Grüss-type bounds for covariances and the notion of quadrant dependence in expectation	2011-12-12	Paper
The covariance sign of transformed random variables with applications to economics and finance	2011-07-28	Paper
Revisiting Gruss's inequality: covariance bounds,QDE but not QD copulas, and central moments	2010-10-27	Paper
Prospect Theory, Indifference Curves, and Hedging Risks	2010-10-12	Paper
Segregation and integration: a study of the behaviors of investors with extended value functions	2010-09-29	Paper
Grüss-type bounds for the covariance of transformed random variables	2010-04-07	Paper
Gains from diversification on convex combinations: a majorization and stochastic dominance approach	2009-12-10	Paper
https://portal.mardi4nfdi.de/entity/Q3647568	2009-11-23	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Martín Egozcue