Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure (Q829335)
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English | Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure |
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Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure (English)
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5 May 2021
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continuous preferences
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utility representations
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convex risk measures
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value-at-risk
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