Mackey constraints for James's compactness theorem and risk measures

DOI10.1016/j.jmaa.2019.123764zbMath1433.91051OpenAlexW2996730735WikidataQ126590299 ScholiaQ126590299MaRDI QIDQ2302916

José Orihuela, Freddy Delbaen

Publication date: 26 February 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2019.123764

zbMATH Keywords

reflexivityweak compactnessrisk measuresMackey topologyLebesgue propertynon-attaining linear functionals

Mathematics Subject Classification ID

Compactness in Banach (or normed) spaces (46B50) Risk models (general) (91B05)

Related Items (6)

A multiset version of James's theorem ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Mackey continuity of convex functions on dual Banach spaces: a review ⋮ Unnamed Item ⋮ On the range of the subdifferential in non reflexive Banach spaces

Cites Work

• One-sided James' compactness theorem
• On a one-sided James' theorem
• A coercive James's weak compactness theorem and nonlinear variational problems
• On strongly WCG Banach spaces
• Weakly compact sets in \(H^1\)
• Lebesgue property for convex risk measures on Orlicz spaces
• Weak compactness and variational characterization of the convexity
• Banach space theory. The basis for linear and nonlinear analysis
• A new minimax theorem and a perturbed James's theorem
• RISK MEASURES ON ORLICZ HEARTS
• Law invariant risk measures have the Fatou property
• A note on norm attaining functionals
• Conic James' Compactness Theorem
• Topological Properties of the Set of Norm-Attaining Linear Functionals
• Weak compactness of sublevel sets
• A CONJECTURE OF GODEFROY CONCERNING JAMES' THEOREM
• Weakly Compact Sets
• Weak Compactness in Locally Convex Spaces
• Level Sets and Continuity of Conjugate Convex Functions
• Compactness, Optimality, and Risk

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