Law invariant risk measures have the Fatou property (Q3564005)

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Law invariant risk measures have the Fatou property
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    title
    Law invariant risk measures have the Fatou property (English)
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    author
    Elyès Jouini
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    Walter Schachermayer
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    Nizar Touzi
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    publication date
    2 June 2010
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    Mathematics Subject Classification ID
    46E30
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    60B05
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    91B30
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    zbMATH DE Number
    5715342
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    zbMATH Keywords
    law-invariance
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    cash-invariance
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    Fatou and Lebesgue properties
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