Publicacións en colaboración con investigadores/as de Universidad de Montevideo (10)

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

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