Are law-invariant risk functions concave on distributions? (Q5417590): Difference between revisions

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+Q5386174
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+Coherent Measures of Risk
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+Risk Preferences and Their Robust Representation
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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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+Convex measures of risk and trading constraints
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+Stochastic finance. An introduction in discrete time.
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+RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION
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+Q3526970
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+Law invariant risk measures have the Fatou property
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+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
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+Q4552656
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+Generalized deviations in risk analysis
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+Dilatation monotonicity and convex order
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