Lebesgue property for convex risk measures on Orlicz spaces (Q1938973): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s11579-012-0058-5
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+W2016126463
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@@ Property / cites work @@
+A unified framework for utility maximization problems: An Orlicz space approach
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+In a nonreflexive space the subdifferential is not onto
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+Boundaries of Asplund spaces
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+RISK MEASURES ON ORLICZ HEARTS
@@ Property / cites work: RISK MEASURES ON ORLICZ HEARTS / rank @@
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+Differentiability Properties of Utility Functions
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+Coherent risk measures
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