Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure (Q829335)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7344622
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure |
scientific article; zbMATH DE number 7344622 |
Statements
Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure (English)
0 references
5 May 2021
0 references
continuous preferences
0 references
utility representations
0 references
convex risk measures
0 references
value-at-risk
0 references
0 references
0.8520597815513611
0 references
0.7934481501579285
0 references
0.7867192625999451
0 references
0.7761931419372559
0 references
