Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging
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Publication:2813528
DOI10.1080/23311835.2014.991082zbMath1339.60014OpenAlexW2000440669MaRDI QIDQ2813528
Publication date: 24 June 2016
Published in: Cogent Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/23311835.2014.991082
Applications of statistics to economics (62P20) Inequalities; stochastic orderings (60E15) Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20) Inequalities for sums, series and integrals (26D15)
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Cites Work
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