Publicacións en colaboración con investigadores/as de Hong Kong Baptist University (7)

2013

  1. Convex combinations of quadrant dependent copulas

    Applied Mathematics Letters, Vol. 26, Núm. 2, pp. 249-251

2011

  1. Do investors like to diversify? A study of Markowitz preferences

    European Journal of Operational Research, Vol. 215, Núm. 1, pp. 188-193

  2. Grüss-type bounds for covariances and the notion of quadrant dependence in expectation

    Central European Journal of Mathematics, Vol. 9, Núm. 6, pp. 1288-1297

  3. The covariance sign of transformed random variables with applications to economics and finance

    IMA Journal of Management Mathematics, Vol. 22, Núm. 3, pp. 291-300

2010

  1. Grüss-type bounds for the covariance of transformed random variables

    Journal of Inequalities and Applications, Vol. 2010

2009

  1. On some covariance inequalities for monotonic and non-monotonic functions

    Journal of Inequalities in Pure and Applied Mathematics, Vol. 10, Núm. 3, pp. 1-7