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

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+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
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+Differentiability Properties of Utility Functions
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+Coherent risk measures
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+Q3329946
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+Banach space theory. The basis for linear and nonlinear analysis
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+Stochastic finance. An introduction in discrete time
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+On Sequences without Weak ∗ Convergent Convex Block Subsequences
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+Reflexivity and the sup of linear functionals
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+Law invariant risk measures have the Fatou property
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+A coercive James's weak compactness theorem and nonlinear variational problems
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+Q5520371
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+Q4000065
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+A new minimax theorem and a perturbed James's theorem
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+An eigenvector proof of Fatou's lemma for continuous functions
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