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

Svindland, Gregor

doi:10.1007/s11579-010-0026-x

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]

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