Maximality and numéraires in convex sets of nonnegative random variables (Q491510)
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scientific article; zbMATH DE number 6475690
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| English | Maximality and numéraires in convex sets of nonnegative random variables |
scientific article; zbMATH DE number 6475690 |
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Maximality and numéraires in convex sets of nonnegative random variables (English)
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26 August 2015
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The author studies the concepts of max-closedness and numéraires of convex subsets of the nonnegative orthant of the topological vector space of all random variables built over a probability space, equipped with a topology consistent with convergence in probability. All mathematical theorems are correctly proved. The author says that obtained results may be useful for financial economics. This thesis is not proved for economy in the real world.
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numéraires
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maximality
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utility maximization
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0.8988768458366394
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0.719956636428833
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0.7192967534065247
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