Differentiability Properties of Utility Functions
From MaRDI portal
Publication:3400709
DOI10.1007/978-3-642-02608-9_3zbMATH Open1187.91095OpenAlexW157350520MaRDI QIDQ3400709FDOQ3400709
Authors: Freddy Delbaen 
Publication date: 5 February 2010
Published in: Optimality and Risk - Modern Trends in Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-02608-9_3
Utility theory (91B16) Convex sets in topological vector spaces (aspects of convex geometry) (52A07) Financial applications of other theories (91G80)
Cited In (17)
- Stability in locally \(L^{0}\)-convex modules and a conditional version of James' compactness theorem
- Utility functions on chains
- Differentiability Properties of a Parametric Consumer Problem
- Convex functions on dual Orlicz spaces
- Temporary competitive equilibrium in a monetary economy with uncertain technology and many planning periods
- Multivariate risk measures in the non-convex setting
- Multivariate risk measures: a constructive approach based on selections
- Spatial risk measures: local specification and boundary risk
- Compactness, Optimality, and Risk
- A coercive James's weak compactness theorem and nonlinear variational problems
- A Boolean valued analysis approach to conditional risk
- Weighted V\@R and its properties
- On the Lebesgue property of monotone convex functions
- Weak compactness of sublevel sets
- Lebesgue property for convex risk measures on Orlicz spaces
- Weak compactness and variational characterization of the convexity
- Maximum Lebesgue extension of monotone convex functions
This page was built for publication: Differentiability Properties of Utility Functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3400709)
