Martín Egozcue

620 total citations
39 papers, 367 citations indexed

About

Martín Egozcue is a scholar working on Management Science and Operations Research, General Decision Sciences and Finance. According to data from OpenAlex, Martín Egozcue has authored 39 papers receiving a total of 367 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Management Science and Operations Research, 20 papers in General Decision Sciences and 18 papers in Finance. Recurrent topics in Martín Egozcue's work include Decision-Making and Behavioral Economics (20 papers), Risk and Portfolio Optimization (12 papers) and Financial Markets and Investment Strategies (9 papers). Martín Egozcue is often cited by papers focused on Decision-Making and Behavioral Economics (20 papers), Risk and Portfolio Optimization (12 papers) and Financial Markets and Investment Strategies (9 papers). Martín Egozcue collaborates with scholars based in Uruguay, Spain and Canada. Martín Egozcue's co-authors include Wing‐Keung Wong, Ričardas Zitikis, Удо Бролл, Xu Guo, Sergio Ortobelli Lozza, Frank J. Fabozzi, Konstantinos V. Katsikopoulos, Sébastien Massoni, Juan Dubra and Michael Smithson and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and International Journal of Production Research.

In The Last Decade

Martín Egozcue

35 papers receiving 351 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Martín Egozcue Uruguay 11 220 204 177 63 27 39 367
Hiroyuki Ozaki Japan 6 144 0.7× 208 1.0× 86 0.5× 83 1.3× 36 1.3× 14 315
Yun Shi China 9 132 0.6× 118 0.6× 138 0.8× 32 0.5× 24 0.9× 31 264
Mariana Khapko Canada 6 229 1.0× 180 0.9× 145 0.8× 41 0.7× 39 1.4× 21 323
André Lapied France 7 84 0.4× 118 0.6× 83 0.5× 46 0.7× 39 1.4× 23 214
Jean‐Luc Prigent France 14 502 2.3× 352 1.7× 193 1.1× 21 0.3× 98 3.6× 71 687
Rachel J. Huang Taiwan 12 118 0.5× 279 1.4× 150 0.8× 138 2.2× 98 3.6× 34 432
Rudi Zagst Germany 12 396 1.8× 227 1.1× 146 0.8× 9 0.1× 73 2.7× 109 540
Péter Csóka Hungary 8 110 0.5× 176 0.9× 127 0.7× 16 0.3× 17 0.6× 34 252
Aleš Černý United Kingdom 13 412 1.9× 285 1.4× 135 0.8× 19 0.3× 44 1.6× 44 523
Nicole Branger Germany 14 554 2.5× 363 1.8× 120 0.7× 17 0.3× 78 2.9× 94 675

Countries citing papers authored by Martín Egozcue

Since Specialization
Citations

This map shows the geographic impact of Martín Egozcue's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Martín Egozcue with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Martín Egozcue more than expected).

Fields of papers citing papers by Martín Egozcue

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Martín Egozcue. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Martín Egozcue. The network helps show where Martín Egozcue may publish in the future.

Co-authorship network of co-authors of Martín Egozcue

This figure shows the co-authorship network connecting the top 25 collaborators of Martín Egozcue. A scholar is included among the top collaborators of Martín Egozcue based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Martín Egozcue. Martín Egozcue is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Egozcue, Martín, et al.. (2024). Optimal Bounds and Practical Insights: Cantelli’s Inequality Revisited. Journal of Statistical Theory and Practice. 18(4).
2.
Egozcue, Martín. (2024). A note on convex stochastic dominance and diversification with applications. Communication in Statistics- Theory and Methods. 54(9). 2599–2608.
3.
Egozcue, Martín. (2023). Exchange rate risk management for contractors within a hybrid payment scheme: a case study in Punta del Este, Uruguay. The Journal of Risk Model Validation. 1 indexed citations
4.
Egozcue, Martín, et al.. (2022). The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions. Computational Economics. 61(4). 1369–1402.
5.
Guo, Xu, Martín Egozcue, & Wing‐Keung Wong. (2020). Production theory under price uncertainty for firms with disappointment aversion. International Journal of Production Research. 59(8). 2392–2405. 16 indexed citations
6.
Guo, Xu, Martín Egozcue, & Wing‐Keung Wong. (2017). Optimal Production Decision with Disappointment Aversion under Uncertainty. SSRN Electronic Journal.
7.
Egozcue, Martín, et al.. (2017). Optimal two-stage pricing strategies from the seller’s perspective under the uncertainty of buyer’s decisions. RePEc: Research Papers in Economics. 4(1). 1 indexed citations
8.
Egozcue, Martín, et al.. (2016). Banks’ expected equity-to-asset ratio bounds under foreign exchange risk. The Journal of Risk Model Validation. 10(1). 1–20. 1 indexed citations
9.
Egozcue, Martín, et al.. (2015). An Optimal Threshold Strategy in the Two-Envelope Problem with Partial Information. Journal of Applied Probability. 52(1). 298–304. 1 indexed citations
10.
Katsikopoulos, Konstantinos V., et al.. (2014). Cumulative dominance in multi-attribute choice: benefits and limits. Max Planck Institute for Plasma Physics. 2(1-2). 153–163. 4 indexed citations
11.
Egozcue, Martín. (2012). Gains from diversification: a regret theory approach. Economics bulletin. 32(1). 204–219. 3 indexed citations
12.
Egozcue, Martín, et al.. (2012). An Optimal Strategy for Maximizing the Expected Real-Estate Selling Price: Accept or Reject an Offer?. SSRN Electronic Journal. 2 indexed citations
13.
Egozcue, Martín, Sébastien Massoni, Wing‐Keung Wong, & Ričardas Zitikis. (2012). Integration-segregation decisions under general value functions: 'Create your own bundle--choose 1, 2 or all 3!'. IMA Journal of Management Mathematics. 25(1). 57–72. 7 indexed citations
14.
Egozcue, Martín, et al.. (2012). Convex combinations of quadrant dependent copulas. Applied Mathematics Letters. 26(2). 249–251. 9 indexed citations
15.
Wong, Wing‐Keung & Martín Egozcue. (2012). Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty. SSRN Electronic Journal. 4 indexed citations
16.
Egozcue, Martín, et al.. (2011). Do investors like to diversify? A study of Markowitz preferences. European Journal of Operational Research. 215(1). 188–193. 46 indexed citations
17.
Egozcue, Martín, et al.. (2010). Gruss-Type Bounds for the Covariance of Transformed Random Variables. SSRN Electronic Journal. 1 indexed citations
18.
Бролл, Удо, Martín Egozcue, Ričardas Zitikis, & Wing‐Keung Wong. (2010). Prospect Theory, Indifference Curves, and Hedging Risks. SSRN Electronic Journal. 27 indexed citations
19.
Бролл, Удо, Martín Egozcue, Wing‐Keung Wong, & Ričardas Zitikis. (2010). Prospect Theory, Indifference Curves, and Hedging Risks. 38 indexed citations
20.
Egozcue, Martín & Wing‐Keung Wong. (2009). Gains from diversification on convex combinations: A majorization and stochastic dominance approach. European Journal of Operational Research. 200(3). 893–900. 54 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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