Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531): Difference between revisions

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+Optimal risk sharing with non-monotone monetary functionals
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+Q4267848
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+RISK MEASURES: RATIONALITY AND DIVERSIFICATION
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+Risk Preferences and Their Robust Representation
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+Q4702909
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+Optimal capital and risk allocations for law- and cash-invariant convex functions
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+THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup>
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+Stochastic finance. An introduction in discrete time
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+Robust Preferences and Robust Portfolio Choice
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+Law invariant risk measures have the Fatou property
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+On convex risk measures on \(L^{p}\)-spaces
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+Q4050397
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+Q5593890
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+Distribution-Invariant Risk Measures, Entropy, and Large Deviations
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