On some covariance inequalities for monotonic and non-monotonic functions

Martin Egozcue; Luis Fuentes Garcia; Wing Keung Wong

On some covariance inequalities for monotonic and non-monotonic functions

Martin Egozcue^*
, Luis Fuentes Garcia
, Wing Keung Wong

^*Corresponding author for this work

Institute for Computational Mathematics

Research output: Contribution to journal › Journal article › peer-review

25 Citations (Scopus)

Abstract

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.

Original language	English
Article number	75
Number of pages	7
Journal	Journal of Inequalities in Pure and Applied Mathematics
Volume	10
Issue number	3
Publication status	Published - Sept 2009

User-Defined Keywords

Chebyshev's inequality
Covariance
Decisions under risk

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https://www.emis.de/journals/JIPAM/article1131.html?sid=1131

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title = "On some covariance inequalities for monotonic and non-monotonic functions",

abstract = "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.",

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author = "Martin Egozcue and Garcia, \{Luis Fuentes\} and Wong, \{Wing Keung\}",

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T1 - On some covariance inequalities for monotonic and non-monotonic functions

AU - Egozcue, Martin

AU - Garcia, Luis Fuentes

AU - Wong, Wing Keung

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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 - https://www.scopus.com/pages/publications/76649139809

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 -

On some covariance inequalities for monotonic and non-monotonic functions

Abstract

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