| Gains from diversification on convex combinations: A majorization and stochastic dominance approach M Egozcue, WK Wong European Journal of Operational Research 200 (3), 893-900, 2010 | 104 | 2010 |
| Do investors like to diversify? A study of Markowitz preferences M Egozcue, LF García, WK Wong, R Zitikis European Journal of Operational Research 215 (1), 188-193, 2011 | 85 | 2011 |
| Prospect theory, indifference curves, and hedging risks U Broll, M Egozcue, WK Wong, R Zitikis Applied Mathematics Research Express 2010 (2), 142-153, 2010 | 81 | 2010 |
| On some covariance inequalities for monotonic and non-monotonic functions M Egozcue, LF Garcia, WK Wong Journal of Inequalities in Pure and Applied Mathematics 10 (3), 1-7, 2009 | 49 | 2009 |
| The covariance sign of transformed random variables with applications to economics and finance M Egozcue, LF García, WK Wong, R Zitikis IMA Journal of Management Mathematics 22 (3), 291-300, 2011 | 35 | 2011 |
| Diversification versus optimality: is there really a diversification puzzle? S Ortobelli Lozza, WK Wong, FJ Fabozzi, M Egozcue Applied Economics 50 (43), 4671-4693, 2018 | 28 | 2018 |
| Grüss-type bounds for covariances and the notion of quadrant dependence in expectation M Egozcue, L García, WK Wong, R Zitikis Open Mathematics 9 (6), 1288-1297, 2011 | 27 | 2011 |
| Production theory under price uncertainty for firms with disappointment aversion X Guo, M Egozcue, WK Wong International Journal of Production Research 59 (8), 2392-2405, 2021 | 24 | 2021 |
| Optimal output for the regret-averse competitive firm under price uncertainty M Egozcue, X Guo, WK Wong Eurasian Economic Review 5, 279-295, 2015 | 24 | 2015 |
| THE SMALLEST UPPER BOUND FOR THE pTH ABSOLUTE CENTRAL MOMENT OF A CLASS OF RANDOM VARIABLES. M Egozcue, LF García, WK Wong, R Zitikis Mathematical Scientist 37 (2), 2012 | 22 | 2012 |
| Convex combinations of quadrant dependent copulas M Egozcue, LF García, WK Wong, R Zitikis Applied Mathematics Letters 26 (2), 249-251, 2013 | 19 | 2013 |
| Segregation and integration: a study of the behaviors of investors with extended value functions. M Egozcue, WK Wong Advances in Decision Sciences, 2010 | 17 | 2010 |
| Integration–segregation decisions under general value functions:‘Create your own bundle—choose 1, 2 or all 3!’ M Egozcue, S Massoni, WK Wong, R Zitikis IMA Journal of Management Mathematics 25 (1), 57-72, 2014 | 16 | 2014 |
| Grüss-type bounds for the covariance of transformed random variables M Egozcue, L Fuentes García, WK Wong, R Zitikis Journal of Inequalities and Applications 2010, 1-10, 2010 | 15 | 2010 |
| An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer? M Egozcue, LF García, R Zitikis Journal of Statistical Theory and Practice 7, 596-609, 2013 | 10 | 2013 |
| Cumulative dominance in multi-attribute choice: Benefits and limits KV Katsikopoulos, M Egozcue, LF Garcia EURO Journal on Decision Processes 2, 153-163, 2014 | 7 | 2014 |
| An optimal threshold strategy in the two-envelope problem with partial information M Egozcue, LF García Journal of Applied Probability 52 (1), 298-304, 2015 | 6 | 2015 |
| A simple model for mixing intuition and analysis KV Katsikopoulos, M Egozcue, LF Garcia European Journal of Operational Research 303 (2), 779-789, 2022 | 5 | 2022 |
| The variance upper bound for a mixed random variable M Egozcue, LF García Communications in Statistics-Theory and Methods 47 (22), 5391-9395, 2018 | 5 | 2018 |
| Optimal production decision with disappointment aversion under uncertainty X Guo, M Egozcue, WK Wong Available at SSRN 3036742, 2017 | 5 | 2017 |
Ricardas ZitikisSchool of Maths and Stats, Western University (London, Ontario)Verified email at stats.uwo.ca
