Martín Egozcue

Administracion de los Servicios de Salud del Estado — UY

Decision Sciences · Social Sciences

14h-index614citations66works0.32yr avg
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Research Topics

Decision-Making and Behavioral Economics(27), Risk and Portfolio Optimization(20), Economic theories and models(14), Financial Markets and Investment Strategies(11), Multi-Criteria Decision Making(8)

Publications66 total

Selecting among equivalent options: a superior rule to coin tossing in pairwise comparisons
Theory and Decision·2026
Optimizing Rank-Dependent Utility Theory Computations: Algorithm Analysis with Applications to Firm Hedging Strategies
Computational Economics·2025
A simple proof of Feige's conjecture for identically distributed random variables
SSRN Electronic Journal·2025Open Access
Optimal Bounds and Practical Insights: Cantelli’s Inequality Revisited
Journal of Statistical Theory and Practice·2024· 1 citedOpen Access
Optimizing hedonic editing for multiple outcomes: an algorithm
Computational Management Science·2024
A note on convex stochastic dominance and diversification with applications
Communication in Statistics- Theory and Methods·2024· 1 cited
An Integer Optimization Approach for Determining Building Height
Operations Research Forum·2024
An integer programming approach for determining optimal building height
Research Square (Research Square)·2023Open Access
A Note on Convex Stochastic Dominance and Diversifiication With Application
SSRN Electronic Journal·2023Open Access
Improved Upper Bounds of Cantelli's Inequality Type and Their Practical Applications
SSRN Electronic Journal·2023Open Access
Exchange rate risk management for contractors within a hybrid payment scheme: a case study in Punta del Este, Uruguay
The Journal of Risk Model Validation·2023· 2 cited
The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions
Computational Economics·2022· 2 citedOpen Access
A simple model for mixing intuition and analysis
European Journal of Operational Research·2022· 10 citedOpen Access
A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables
Communication in Statistics- Theory and Methods·2021· 2 citedOpen Access
The slicing method: determining insensitivity regions of probability weighting functions
SSRN Electronic Journal·2021Open Access
Production theory under price uncertainty for firms with disappointment aversion
International Journal of Production Research·2020· 22 cited
Optimal consumption sequences under habit formation and satiation
Journal of Mathematical Economics·2018· 4 citedOpen Access
Diversification versus optimality: is there really a diversification puzzle?
Applied Economics·2018· 21 cited
Optimal Consumption Sequence When Habituation Dominates Satiation
SSRN Electronic Journal·2018Open Access
The variance upper bound for a mixed random variable
Communication in Statistics- Theory and Methods·2017· 3 cited
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Frequent Co-authors

Luis Fuentes García(27), Wing‐Keung Wong(23), Ričardas Zitikis(16), Удо Бролл(4), Xu Guo(3), Konstantinos V. Katsikopoulos(3), Sergio Ortobelli Lozza(1), Frank J. Fabozzi(1), Sébastien Massoni(1), Juan Dubra(1), Michael Smithson(1), Jiang Wu(1), Luis Fuentes García(1)