Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure-Reference-Cited by-同舟云学术

Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure

Published:2020-09-07 Issue:2 Volume:15 Page:353-380
ISSN:1862-9679
Container-title:Mathematics and Financial Economics
language:en
Short-container-title:Math Finan Econ

Author:

Zimper Alexander^ORCID,Assa Hirbod

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s11579-020-00280-z.pdf

Reference38 articles.

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4. Artzner, P., Delbaen, F., Eber, J., Heath, D.: Coherent measures of risk. Math. Finance 9, 203–228 (1999)

5. Assa, H., Zimper, A.: Preferences over all random variables: incompatibility of convexity and continuity. J. Math. Econ. 75, 71–83 (2018)

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