Martin Egozcue

University of Montevideo

Department of Economics

Montevideo, 20100

Uruguay

Universidad de la Republica

Av. 18 de Julio

Montevideo, 1968

Uruguay

SCHOLARLY PAPERS

9

DOWNLOADS

1,544

SSRN CITATIONS
Rank 25,354

SSRN RANKINGS

Top 25,354

in Total Papers Citations

28

CROSSREF CITATIONS

21

Scholarly Papers (9)

1.

Gains from Diversification: A Majorization and Stochastic Dominance Approach

Number of pages: 21 Posted: 12 Mar 2008
Martin Egozcue, Martin Egozcue and Wing-Keung Wong
Universidad de la RepublicaUniversity of Montevideo and Asia University, Department of Finance
Downloads 315 (186,451)
Citation 8

Abstract:

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majorization, stochastic dominance, portfolio selection, expected utility, diversification

2.

Prospect Theory, Indifference Curves, and Hedging Risks

Number of pages: 13 Posted: 12 Jun 2010
Udo Broll, Martin Egozcue, Martin Egozcue, Ricardas Zitikis and Wing-Keung Wong
Dresden University of Technology - Faculty of Economics and Business Management, Universidad de la RepublicaUniversity of Montevideo, Western University and Asia University, Department of Finance
Downloads 289 (204,205)
Citation 18

Abstract:

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Prospect theory, mean-variance model, indifference curve, production output, price uncertainty, hedging, contango, backwardation

3.

Do Investors Like to Diversify? A Study of Markowitz Preferences

Number of pages: 16 Posted: 06 Feb 2009 Last Revised: 23 May 2011
Martin Egozcue, Martin Egozcue, Luis F. Garcia, Wing-Keung Wong and Ricardas Zitikis
Universidad de la RepublicaUniversity of Montevideo, University of Lleida, Asia University, Department of Finance and Western University
Downloads 242 (243,985)
Citation 5

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Diversification, stochastic dominance, risk seeking, risk averse, S-shaped utility function, reverse S-shaped utility function

4.

Segregation and Integration: A Study of the Behaviors of Investors with Extended Value Functions

Number of pages: 15 Posted: 22 Mar 2009 Last Revised: 02 Jun 2010
Martin Egozcue, Martin Egozcue and Wing-Keung Wong
Universidad de la RepublicaUniversity of Montevideo and Asia University, Department of Finance
Downloads 217 (270,644)
Citation 1

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Prospect theory, mental accounting, hedonic editing model, value function, segregation, integration, decision making, preference reversals

5.

Prospect Theory and Hedging Risks

Dresden Discussion Paper in Economics No. 5/10
Number of pages: 24 Posted: 12 Jun 2010
Udo Broll, Martin Egozcue, Martin Egozcue, Wing-Keung Wong and Ricardas Zitikis
Dresden University of Technology - Faculty of Economics and Business Management, Universidad de la RepublicaUniversity of Montevideo, Asia University, Department of Finance and Western University
Downloads 180 (320,992)
Citation 4

Abstract:

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Prospect theory, mean-variance model, indifference curve, price uncertainty, hedging

6.

Gruss-Type Bounds for the Covariance of Transformed Random Variables

Number of pages: 12 Posted: 24 Mar 2010
Martin Egozcue, Martin Egozcue, Luis F. Garcia, Wing-Keung Wong and Ricardas Zitikis
Universidad de la RepublicaUniversity of Montevideo, University of Lleida, Asia University, Department of Finance and Western University
Downloads 108 (482,519)
Citation 3

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Gruss-type Bounds, Covariance, Transformed Random Variables, decision making, uncertainty

7.

An Optimal Strategy for Maximizing the Expected Real-Estate Selling Price: Accept or Reject an Offer?

Number of pages: 17 Posted: 15 Aug 2012
Martin Egozcue, Martin Egozcue, Luis Fuentes García and Ricardas Zitikis
Universidad de la RepublicaUniversity of Montevideo, University of Coruña and Western University
Downloads 73 (616,364)
Citation 2

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Real estate, Optimal strategy, Decision theory, Uncertainty, Two-envelope problem

8.

Winning Strategy in the Two Envelope Game with Partial Information

Number of pages: 5 Posted: 23 Aug 2012
Martin Egozcue, Martin Egozcue and Luis Fuentes García
Universidad de la RepublicaUniversity of Montevideo and University of Coruña
Downloads 68 (640,245)

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two-envelope game, winning strategy

9.

Prospect Theory and Two Moment Model: The Firm Under Price Uncertainty

Dresden Discussion Paper in Economics No. 01/09
Number of pages: 24 Posted: 23 Nov 2014
Udo Broll, Martin Egozcue, Martin Egozcue and Wing-Keung Wong
Dresden University of Technology - Faculty of Economics and Business Management, Universidad de la RepublicaUniversity of Montevideo and Asia University, Department of Finance
Downloads 52 (727,048)
Citation 11

Abstract:

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Prospect theory, mean-variance model, price uncertainty