Prof. Martín Egozcue

Universidad Católica del Uruguay, Uruguay

Email: egozcuemj@gmail.com

Qualifications

2013  Ph.D., Universidad de la República, Uruguay

2010  M.A., Universidad de la República, Uruguay

2001  M.A., University of Arizona, USA

1996  B.A., Universidad de la República, Uruguay

Publications (Selected)

1. Egozcue, M., & Fuentes García, L. (2024). Optimal Bounds and Practical Insights: Cantelli’s Inequality Revisited. Journal of Statistical Theory and Practice, 18(4), 59.
2. Egozcue, M., & García, L. F. (2024). Optimizing hedonic editing for multiple outcomes: an algorithm. Computational Management Science, 21(2), 40.
3. Egozcue, M. (2024). A note on convex stochastic dominance and diversification with applications. Communications in Statistics-Theory and Methods, 1-10.
4. Egozcue, M. (2024, July). An Integer Optimization Approach for Determining Building Height. In Operations Research Forum (Vol. 5, No. 3, p. 56). Cham: Springer International Publishing.
5. Egozcue, M., & García, L. F. (2023). Improved Upper Bounds of Cantelli's Inequality Type and Their Practical Applications. Available at SSRN 4453758.
6. Egozcue, M. (2023). Exchange rate risk management for contractors within a hybrid payment scheme: a case study in Punta del Este, Uruguay. Journal of Risk Model Validation.
7. Egozcue, M., García, L. F., & Zitikis, R. (2023). The slicing method: determining insensitivity regions of probability weighting functions. Computational Economics, 61(4), 1369-1402.
8. Katsikopoulos, K. V., Egozcue, M., & Garcia, L. F. (2022). A simple model for mixing intuition and analysis. European Journal of Operational Research, 303(2), 779-789.
9. Egozcue, M., & García, L. F. (2023). A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables. Communications in Statistics-Theory and Methods, 52(10), 3354-3360.
10. Egozcue, M., García, L. F., & Zitikis, R. (2023). The slicing method: determining insensitivity regions of probability weighting functions. Computational Economics, 61(4), 1369-1402.
11. Guo, X., Egozcue, M., & Wong, W. K. (2021). Production theory under price uncertainty for firms with disappointment aversion. International Journal of Production Research, 59(8), 2392-2405.
12. Dubra, J., Egozcue, M., & García, L. F. (2019). Optimal consumption sequences under habit formation and satiation. Journal of Mathematical Economics, 80, 70-76.
13. Ortobelli Lozza, S., Wong, W. K., Fabozzi, F. J., & Egozcue, M. (2018). Diversification versus optimality: is there really a diversification puzzle?. Applied Economics, 50(43), 4671-4693.
14. Egozcue, M., & García, L. F. (2018). Optimal Consumption Sequence When Habituation Dominates Satiation. Available at SSRN 3182670.
15. Egozcue, M., & García, L. F. (2018). The variance upper bound for a mixed random variable. Communications in Statistics-Theory and Methods, 47(22), 5391-9395.
16. Egozcue, M., García, L. F., & Katsikopoulos, K. V. (2017). Simple models in finance: a mathematical analysis of the probabilistic recognition heuristic. Journal of Risk Model Validation.

Profile Details

https://www.linkedin.com/in/martin-egozcue-007b901b8/

https://scholar.google.com/citations?user=8BQiktIAAAAJ&hl=en

https://www.researchgate.net/profile/Martin-Egozcue-2