Law invariant risk measures have the Fatou property
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Publication:3564005
DOI10.1007/4-431-34342-3_4zbMath1198.46028MaRDI 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
60B05: Probability measures on topological spaces
46E30: Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)
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