Your download is now in progress and you may close this window

Did you know that with a free Taylor & Francis Online account you can gain access to the following benefits?

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Have an account?
Login now Don't have an account?
Register for free

Login or register to access this feature

Have an account?
Login now Don't have an account?
Register for free

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Search in:

Advanced search

Cogent Mathematics Volume 2, 2015 - Issue 1

Submit an article Journal homepage

Open access

2,422

Views

CrossRef citations to date

Altmetric

Research Article

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

Martín EgozcueFacultad de Ciencias Sociales, Department of Economics, Universidad de la República, Montevideo, 11200Uruguay.Correspondence[email protected]
View further author information

Zudi LuUniversity of Southampton, UK.View further author information

(Reviewing Editor)

Article: 991082 | Received 10 Jul 2014, Accepted 18 Nov 2014, Published online: 12 Jan 2015

Cite this article
https://doi.org/10.1080/23311835.2014.991082
CrossMark

Full Article
Figures & data
References
Citations
Metrics
Licensing
Reprints & Permissions
View PDF PDF

Citations (4)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Articles from other publishers (4)

Ola Hössjer & Arvid Sjölander. (2022) Sharp lower and upper bounds for the covariance of bounded random variables. Statistics & Probability Letters 182, pages 109323.
Crossref

Alecos Papadopoulos. (2021) Stochastic frontier models using the Generalized Exponential distribution. Journal of Productivity Analysis 55:1, pages 15-29.
Crossref

Michael I. C. NwoguguMichael I. C. Nwogugu. 2018. Indices, Index Funds And ETFs. Indices, Index Funds And ETFs 139 175 .

Michael C. I. Nwogugu. (2009) Correlation, Variance, Semi-Variance and Covariance are Irrelvant in Risk Analysis and Portfolio Management. SSRN Electronic Journal.
Crossref

Share icon
Back to Top

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.

People also read
Recommended articles
Cited by

To cite this article:

Reference style: APA Chicago Harvard

Citation copied to clipboard

Reference styles above use APA (6th edition), Chicago (16th edition) & Harvard (10th edition)

Download citation

Download a citation file in RIS format that can be imported by citation management software including EndNote, ProCite, RefWorks and Reference Manager.

Choose format: RIS BibTex RefWorks Direct Export

Choose options: Citation Citation & abstract Citation & references