TY - JOUR
T1 - On some covariance inequalities for monotonic and non-monotonic functions
AU - Egozcue, Martin
AU - Garcia, Luis Fuentes
AU - Wong, Wing Keung
N1 - Copyright:
Copyright 2010 Elsevier B.V., All rights reserved.
PY - 2009/9
Y1 - 2009/9
N2 - Chebyshev's integral inequality, also known as the covariance inequality, is an im-portant problem in economics, finance, and decision making. In this paper we derive some covariance inequalities for monotonic and non-monotonic functions. The results developed in our paper could be useful in many applications in economics, finance, and decision making.
AB - Chebyshev's integral inequality, also known as the covariance inequality, is an im-portant problem in economics, finance, and decision making. In this paper we derive some covariance inequalities for monotonic and non-monotonic functions. The results developed in our paper could be useful in many applications in economics, finance, and decision making.
KW - Chebyshev's inequality
KW - Covariance
KW - Decisions under risk
UR - https://www.emis.de/journals/JIPAM/issues102.html?op=viewissue&issue=102
UR - http://www.scopus.com/inward/record.url?scp=76649139809&partnerID=8YFLogxK
M3 - Journal article
AN - SCOPUS:76649139809
SN - 1443-5756
VL - 10
JO - Journal of Inequalities in Pure and Applied Mathematics
JF - Journal of Inequalities in Pure and Applied Mathematics
IS - 3
M1 - 75
ER -