Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
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Publication:1932531
DOI10.1007/s11579-010-0026-xzbMath1255.91186MaRDI QIDQ1932531
Publication date: 20 January 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-010-0026-x
91G10: Portfolio theory
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