Concepedia
Statistics
Publications
19
Citations
565
H-Index
14
Active since
2008
Affiliations
Universidad de Montevideo(Current)
Universidad de la República de Uruguay
Hong Kong Baptist University
Western University
Universidade da Coruña
Martín Egozcue is an author at Universidad de Montevideo specializing in business, economics, and finance.
Publications per year
2008–2022
Gains from diversification on convex combinations: A majorization and stochastic dominance approach
Martín Egozcue, Wing‐Keung Wong · European Journal of Operational Research · 2009 · 86 citations
Natural Sciences, Decision Sciences, Mathematics +13
Do investors like to diversify? A study of Markowitz preferences
Martín Egozcue, Luis Fuentes García, Wing‐Keung Wong et al. · European Journal of Operational Research · 2011 · 67 citations
Business, Economics, Finance +12
Prospect Theory, Indifference Curves, and Hedging Risks
Martín Egozcue, Wing‐Keung Wong, Ričardas Zitikis · Applied Mathematics Research eXpress · 2010 · 58 citations · Full text
Business, Decision Sciences, Economics +15
Martín Egozcue, Ričardas Zitikis, Wing‐Keung Wong · SSRN Electronic Journal · 2010 · 53 citations · Full text
On some covariance inequalities for monotonic and non-monotonic functions
Martín Egozcue, Luis Fuentes García, Wing‐Keung Wong · 2009 · 48 citations
Business, Decision Sciences, Decision Theory +2
1–5 of 19