A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS

DOI10.1111/j.1467-9965.2005.00253.xzbMath1142.28001OpenAlexW3121150347MaRDI QIDQ5700134

Rose-Anne Dana

Publication date: 27 October 2005

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2005.00253.x

zbMATH Keywords

second-order stochastic dominanceconcave orderSchur concave functionconcave rearrangement invariant function

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51) Miscellaneous topics in measure theory (28E99)

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