On Some Covariance Inequalities for Monotonic and Non-monotonic Functions
نویسندگان
چکیده
Chebyshev’s integral inequality, also known as the covariance inequality, is an important 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.
منابع مشابه
Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging
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