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Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging - MaRDI portal

Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging (Q2813528)

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scientific article; zbMATH DE number 6597898
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English
Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging
scientific article; zbMATH DE number 6597898

    Statements

    Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging (English)
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    24 June 2016
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    Chebyshev inequality
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    decision-making under uncertainty
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    bank hedging
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