Lebesgue property for convex risk measures on Orlicz spaces
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Publication:1938973
DOI10.1007/s11579-012-0058-5zbMath1258.91108MaRDI QIDQ1938973
Manuel Ruiz Galán, José Orihuela
Publication date: 26 February 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-012-0058-5
46E30: Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)
91G80: Financial applications of other theories
46N10: Applications of functional analysis in optimization, convex analysis, mathematical programming, economics
46B50: Compactness in Banach (or normed) spaces
91G10: Portfolio theory
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