Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging
Crossref DOI link: https://doi.org/10.1080/23311835.2014.991082
Published Online: 2015-01-12
Published Print: 2015-12-31
Update policy: https://doi.org/10.1080/tandf_crossmark_01
Egozcue, MartÃn
Version of Record valid from 2015-01-12
Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.
Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=oama20
Publication History
Received: 2014-07-10
Accepted: 2014-11-18
Published: 2015-01-12