Publications (32) Luis Fuentes García publications

2024

  1. Optimizing hedonic editing for multiple outcomes: an algorithm

    Computational Management Science, Vol. 21, Núm. 2

2023

  1. 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

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

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

2022

  1. A simple model for mixing intuition and analysis

    European Journal of Operational Research, Vol. 303, Núm. 2, pp. 779-789

2019

  1. Optimal consumption sequences under habit formation and satiation

    Journal of Mathematical Economics, Vol. 80, pp. 70-76

2018

  1. The variance upper bound for a mixed random variable

    Communications in Statistics - Theory and Methods, Vol. 47, Núm. 22, pp. 5391-9395

2017

  1. Simple models in finance: A mathematical analysis of the probabilistic recognition heuristic

    Journal of Risk Model Validation, Vol. 11, Núm. 2, pp. 83-103

2016

  1. Banks'expected equity-to-asset ratio bounds under foreign exchange risk

    Journal of Risk Model Validation, Vol. 10, Núm. 1, pp. 1-20

2015

  1. An optimal threshold strategy in the two-envelope problem with partial information

    Journal of Applied Probability, Vol. 52, Núm. 1, pp. 298-304

2014

  1. Cumulative dominance in multi-attribute choice: benefits and limits

    EURO Journal on Decision Processes, Vol. 2, Núm. 1-2, pp. 153-163

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

2012

  1. The generic special scroll of genus g in PN: Special scrolls in P3

    Communications in Algebra, Vol. 40, Núm. 12, pp. 4483-4493

  2. The smallest upper bound for thepth absolute central moment of a class of random variables

    Mathematical Scientist, Vol. 37, Núm. 2, pp. 125-131

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

2009

  1. On some covariance inequalities for monotonic and non-monotonic functions

    Journal of Inequalities in Pure and Applied Mathematics, Vol. 10, Núm. 3, pp. 1-7

  2. Pencils on double coverings of curves

    Archiv der Mathematik, Vol. 92, Núm. 1, pp. 35-43