Luis
Fuentes García
Profesor Contratado Doutor
Universidad de Montevideo
Montevideo, UruguayPublicacións en colaboración con investigadores/as de Universidad de Montevideo (10)
2024
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Optimizing hedonic editing for multiple outcomes: an algorithm
Computational Management Science, Vol. 21, Núm. 2
2023
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A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables
Communications in Statistics - Theory and Methods, Vol. 52, Núm. 10, pp. 3354-3360
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The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions
Computational Economics, Vol. 61, Núm. 4, pp. 1369-1402
2022
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A simple model for mixing intuition and analysis
European Journal of Operational Research, Vol. 303, Núm. 2, pp. 779-789
2019
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Optimal consumption sequences under habit formation and satiation
Journal of Mathematical Economics, Vol. 80, pp. 70-76
2018
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The variance upper bound for a mixed random variable
Communications in Statistics - Theory and Methods, Vol. 47, Núm. 22, pp. 5391-9395
2011
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Do investors like to diversify? A study of Markowitz preferences
European Journal of Operational Research, Vol. 215, Núm. 1, pp. 188-193
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Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
Central European Journal of Mathematics, Vol. 9, Núm. 6, pp. 1288-1297
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The covariance sign of transformed random variables with applications to economics and finance
IMA Journal of Management Mathematics, Vol. 22, Núm. 3, pp. 291-300
2010
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Grüss-type bounds for the covariance of transformed random variables
Journal of Inequalities and Applications, Vol. 2010