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research article

Continuity Properties of Law-Invariant (Quasi-)Convex Risk Functions on L∞

Svindland, Gregor
2010
Mathematics and Financial Economics

We study continuity properties of law-invariant (quasi-)convex functions f : L1(Ω,F, P) to ( ∞,∞] over a non-atomic probability space (Ω,F, P) .This is a supplementary note to [12]

Type
research article
DOI
10.1007/s11579-010-0026-x
Author(s)
Svindland, Gregor
Date Issued

2010

Publisher

Springer Verlag

Published in
Mathematics and Financial Economics
Volume

3

Issue

1

Start page

39

End page

43

Subjects

law-invariant (quasi-)convex risk measures

•

duality

•

Fatou property

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
CSF  
Available on Infoscience
May 16, 2010
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/50092