Law invariant risk measures have the Fatou property
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Publication:3564005
DOI10.1007/4-431-34342-3_4zbMath1198.46028OpenAlexW3124592362MaRDI QIDQ3564005
Walter Schachermayer, Elyès Jouini, Nizar Touzi
Publication date: 2 June 2010
Published in: Advances in Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/4-431-34342-3_4
Probability measures on topological spaces (60B05) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30)
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