An Inequality Related to Chebyshev's

An Inequality involving expectations of functions of a random variable is presented and shown to provide the key to the comparative statics of an important class of problems arising in Economics and Finance. The inequality in question is also shown to yield novel generalizations of the Cauchy-Schwarz, Chebyshev, and Liapunov inequalities.

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Year of publication:	1999-02-01
Authors:	McElroy, F.W.
Institutions:	Georgetown University, Department of Economics
Subject:	Expected Utility \| Comparative Statics

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Extent:	text/html
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	5 pages longp.
Classification:	D11 - Consumer Economics: Theory
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010942386