CURRICULUM VITAE Universidad de la República, Uruguay Ph.D. in Economics

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1 CURRICULUM VITAE Martin Egozcue Citizenship: Uruguay Marital Status: Married Address: Punta del Este, Uruguay Phone: Education 2013 Universidad de la República, Uruguay Ph.D. in Economics 2010 Universidad de la República, Uruguay Master of Arts in Economics 2001 University of Arizona, Tucson, United States Graduate Studies in Economics 1996 Universidad de la República, Uruguay Economist 1992 Universidad de la República, Uruguay Certied Public Accountant Academic Positions Professor of Finance and Economics, UCUDAL, Punta del Este, Uruguay 2013 Professor of Behavioral Economis, FCS, Universidad de la República, Uruguay Professor of Finance and Economics, Instituto Universitario Francisco de Asís, Maldonado, Uruguay Lecturer in Economics, Universidad de Montevideo, Montevideo, Uruguay Non Academic Positions 2004-Present Firm located in Punta del Este, Uruguay Task: Financial Manager Improved protability and decision making using analytical tools. Financial mathematics models. 1

2 2002 Teyma Uruguay S.A. Consultant Developed nancial statement simulations to asses nancial risk Consorcio Ferrovial-Agromán Teyma, Uruguay External consultant Tax consultant Liga de Defensa Comercial, Montevideo, Uruguay External consultant Tax consultant 1993 Laboratorio Gautier Paraguay S.A. Consultant External auditor Laboratorio Gautier S.A. Accounting department Controller related rms Medicor Uruguay S.A. External consultant Accounting department Honors and Grants Researcher First Category, Agencia Nacional de Investigación e Innovación (ANII) Doctoral Studies Grant, Agencia Nacional de Investigación e Innovación (ANII) 2010 Hong Kong Baptist University grant, HK$30,000, The covariance sign of transformed random variables with applications to economics, nance and insurance, FRG 1/10-11/012,, start date: , completion date: , with Luis Fuentes García, Wing Keung Wong and Ri ardas Zitikis Candidate Researcher for the National Agency for Research and Innovation (Agencia Nacional de Investigación e Innovación, ANII), Uruguay Teaching Experience 2014 Behavioral Economics, Facultad de Ciencias Sociales, UdelaR 2014 Finance I, Universidad Católica del Uruguay 2

3 2011 Microeconomics I, Universidad de Montevideo 2011 Principle of Economics, Universidad de Montevideo Statistics, UNIFA Mathematics for Business, UNIFA 2010 Principle of Economics, Universidad de Montevideo 2011 Statistics for Psychology, UNIFA 2009 Business Mathematics, Universitario Punta del Este 2001 Introductory Spanish, University of Arizona Research Interests Decision Science: Decision Making under Risk and Uncertainty Economics: Applied Economics, Behavioral Economics Finance: Portfolio Theory, Behavioral Finance, Financial Economics Management: Applied Management Mathematics Marketing: Mental Accounting, Applied Marketing Mathematics Mathematics: Mathematical Economics, Inequalities, Stochastic Dominance Psychology: Mental Accounting, Mathematical Psychology, Heuristics Publications [18] Egozcue, M., Guo, X., & Wong, W. K., Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty. Eurasian Economic Review (Conditional accepted) [17] Some covariance inequalities for non-monotonic functions with applications to mean-variance indierence curves and bank hedging Cogent Mathematics (2015), 2: [16] Egozcue, M. A covariance inequality with a non-monotone function. Journal of Inequalities and Special Functions Volume 5 Issue 2(2014), Pages [15] Katsikopolous, K., Egozcue, M. and Fuentes García, L. Cumulative dominance in multiattribute choice: benets and limits. EURO Journal on Decision Processes,2: [14] Egozcue, M. and Fuentes García, L. An optimal threshold strategy in the two-envelope problem with partial information. Journal of Applied Probability, Volume 52, Number 1 (2015), [13] Egozcue, M., García, L. F., Wong, W. K., & Zitikis, R. Convex combinations of quadrant dependent copulas. Applied Mathematics Letters, 2013, 26, 2,

4 [12] Egozcue, M., García, L. F. & Zitikis, R An optimal strategy for maximizing the expected real-estate selling price: accept or reject an oer?. Journal of Statistical Theory and Practice, 7, 3, 2013, [11] Egozcue, M., Massoni, S., Wong, W., & Zitkiks, R. Integration-segregation decisions under general value functions: Create your own bundle choose 1, 2, or all 3!. Ima Journal of Management Mathematics, 2014, 25 (1), 5772 [10] Egozcue, M., Fuentes Garcia, L., Wong, W. K., & Zitikis, R. The Smallest Upper Bound for the p-th Absolute Central Moment over the class of random variables in a Compact Interval. The Mathematical Scientist, Issue 37.2 December 2012 [9] Egozcue, M. Gains from Diversication: A Regret Theory Approach. Economics Bulletin, 2012,3, 1, pp [8] Egozcue, M., Fuentes Garcia, L., Wong, W. K., & Zitikis, R. Gruss-type bounds for Covariances and the notion of Quadrant Dependence in Expectation. Central European Journal of Mathematics, 2011, 9 6, [7] Egozcue, M., García, L. F., Wong, W. K., & Zitikis, R. Do Investors Like to Diversify? A Study of Markowitz Preferences. European Journal of Operational Research, 2011, 215, [6] Egozcue, M., Fuentes Garcia, L., Wong, W. K., & Zitikis, R. The Covariance Sign of Two Transformations of a Random Variable. Ima Journal of Management Mathematics, 2011, 22, 3, [5] Broll, U., Egozcue, M., Wong, W. K., & Zitikis, R. Prospect Theory, Indierence Curves, and Hedging Risks. Applied Mathematics Research express, 2010, [4] Egozcue, M., & Wong, W. K Segregation and Integration in a Extended Prospect Value Function. Advances in Decision Sciences, 2010, ID , 8 pages [3] Egozcue, M., Fuentes Garcia, L., Wong, W. K., & Zitikis, R Gruss-Type Bounds for the Covariance of Transformed Random Variables. Journal of Inequalities and Applications, 2010, Article ID , 10 pages [2] Egozcue, M., & Wong, W. K. Gains from Diversication on Convex Combinations: A Majorization And Stochastic Dominance Approach. European Journal of Operational Research, 2010, [1] Egozcue, M., Fuentes García, L., & Wong, W. K. On some Covariances Inequalites for Montonic and Non Monotonic Functions. Journal of Inequalities in Pure and Applied Mathematics, 2009, 10, 3, Article 75 Seminars and presentations 2013 Seminarios internos Departamento de Economía de la FCS, Udelar: Three-level recognition heuristic 2013 Seminarios internos BCU: Covariance inequalities: theory and applications 2012 Encuentro de Economía de Montevideo: Banco Central del Uruguay: Mental accounting with more than three outcomes 4

5 2012 Jornadas Anuales del Banco Central del Uruguay XVII: Integrationsegregation decisions under general value functions: `Create your own bundlechoose 1, 2 or all 3! Jornadas Latinoamericanas de Teoría Económica, Punta del Este Uruguay: The regret averse rm under price uncertainty Universidad de Montevideo. Seminar: Integrationsegregation decisions under general value functions: `Create your own bundlechoose 1, 2 or all 3! The 44th Annual Conference of the Canadian Economics Association, May 28-30, 2010: Investors, their Indierence Curves, and Valuation-rate Functionals, Quebec City.Presented by: Ri ardas Zitikis 2009 Singapore Economics Review 2009 Conference. August 6-8, 2009: Do Investors like to Diversify? A Study of Markowitz Preferences. Presented by: Wing-Keung Wong, Hong Kong Baptist University 2007 Jornadas Anuales del Banco Central del Uruguay XXII: Grandes Depósitos y el Riesgo de Liquidez Bancario: Una aproximación mediante la dominancia estocástica Languages and Computer Skills Languages: Spanish: Native language English: Comprehends well; Speaks uenty; Reads well; Writes well Portuguese: Comprehends well; Speaks basic; Reads well; Writes basic Computer literacy: LaTex, Scientic Workplace, Mathematica, Eviews, PC Give, MS Oce Other information My Erdos Number is 3, via Ri ardas Zitikis who has Erdos Number 2 Member of the Editorial Boards of: Journal of Risk and Financial Management Journal of Mathematical Finance Theoretical Economic Letters Refereeing Reviewer for: Nonlinear Dynamics, Metron International Journal of Statistics, Journal of Probability and Statistics, International Journal of Theoretical and Applied Finance, Revista Colombiana de Estadística, Journal of Mathematical Finance, European Journal of Operational Research, Economic Modelling, Physica A, Journal of Mathematical Economics, ANII (Agencia Nacional de Investigacion e Innovacion), CSIC (Consejo Superior de Investigaciones Cientícas). 5

6 References Dr. Jorge Ponce Universidad de la República, Uruguay Dr.Ri ardas Zitikis University of Western Ontario Dr. Marcel Vaillant Universidad de la República, Uruguay Dr. Udo Broll Technische U. Dresden, 6