Articles by Martín Egozcue
Exchange rate risk management for contractors within a hybrid payment scheme: a case study in Punta del Este, Uruguay
The author proposes methods for how contractors may attempt to mitigate exchange rate risks in hybrid payment systems and validates these with empirical data from a hypothetical project.
Simple models in finance: a mathematical analysis of the probabilistic recognition heuristic
In this paper, the authors present a general model of the recognition heuristic that assumes that objects’ recognition is random.
Banks’ expected equity-to-asset ratio bounds under foreign exchange risk
This paper develops optimal bounds of the expectation equity-to-asset ratio.