Lower bounds on products of correlation coefficients.
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only] (2004)
- Volume: 5, Issue: 1, page Paper No. 16, 5 p., electronic only-Paper No. 16, 5 p., electronic only
- ISSN: 1443-5756
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topHansen, Frank. "Lower bounds on products of correlation coefficients.." JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only] 5.1 (2004): Paper No. 16, 5 p., electronic only-Paper No. 16, 5 p., electronic only. <http://eudml.org/doc/124896>.
@article{Hansen2004,
author = {Hansen, Frank},
journal = {JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]},
keywords = {correlation coefficient; Bessis-Moussa-Villani conjecture; robust portfolio},
language = {eng},
number = {1},
pages = {Paper No. 16, 5 p., electronic only-Paper No. 16, 5 p., electronic only},
publisher = {Victoria University, School of Communications and Informatics},
title = {Lower bounds on products of correlation coefficients.},
url = {http://eudml.org/doc/124896},
volume = {5},
year = {2004},
}
TY - JOUR
AU - Hansen, Frank
TI - Lower bounds on products of correlation coefficients.
JO - JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
PY - 2004
PB - Victoria University, School of Communications and Informatics
VL - 5
IS - 1
SP - Paper No. 16, 5 p., electronic only
EP - Paper No. 16, 5 p., electronic only
LA - eng
KW - correlation coefficient; Bessis-Moussa-Villani conjecture; robust portfolio
UR - http://eudml.org/doc/124896
ER -
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