Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)

DOI10.1007/s11579-010-0026-xzbMath1255.91186OpenAlexW2110507949MaRDI QIDQ1932531

Gregor Svindland

Publication date: 20 January 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-010-0026-x

zbMATH Keywords

dualityFatou propertyC02C60law-invariant (quasi-)convex risk measures

Mathematics Subject Classification ID

Portfolio theory (91G10)

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