A mean-variance bound for a three-piece linear function

Probability in the Engineering and Informational Sciences

Volumn 21, Issue 4, 2007, Pages 611-621

  Natarajan, Karthik ^a   Linyi, Zhou ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

ENGINEERING; INDUSTRIAL ENGINEERING;

CLOSED FORM; CONVEX FUNCTIONS; EXPECTED VALUES; LINEAR FUNCTIONS; MEAN VARIANCE; UPPER BOUND;

FUNCTIONS;

EID: 35448930268     PISSN: 02699648     EISSN: 14698951     Source Type: Journal    
DOI: 10.1017/S0269964807000356     Document Type: Article

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