On a class of law invariant convex risk measures (Q483720): Difference between revisions

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+Coherent Measures of Risk
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+Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
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+RISK MEASURES ON ORLICZ HEARTS
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+Dual characterization of properties of risk measures on Orlicz hearts
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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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+Q3526970
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+Law invariant risk measures have the Fatou property
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+Q4552656
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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