Publicaciones en colaboración con investigadores/as de University of Western Ontario (8)

2023

  1. The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions

    Computational Economics, Vol. 61, Núm. 4, pp. 1369-1402

2013

  1. An optimal strategy for maximizing the expected real-estate selling price: Accept or reject an offer?

    Journal of Statistical Theory and Practice, Vol. 7, Núm. 3, pp. 596-609

  2. Convex combinations of quadrant dependent copulas

    Applied Mathematics Letters, Vol. 26, Núm. 2, pp. 249-251

2011

  1. Do investors like to diversify? A study of Markowitz preferences

    European Journal of Operational Research, Vol. 215, Núm. 1, pp. 188-193

  2. 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

  3. 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

  1. Grüss-type bounds for the covariance of transformed random variables

    Journal of Inequalities and Applications, Vol. 2010