Law invariant risk measures have the Fatou property

DOI10.1007/4-431-34342-3_4zbMath1198.46028OpenAlexW3124592362MaRDI QIDQ3564005

Walter Schachermayer, Elyès Jouini, Nizar Touzi

Publication date: 2 June 2010

Published in: Advances in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/4-431-34342-3_4

zbMATH Keywords

law-invariancecash-invarianceFatou and Lebesgue properties

Mathematics Subject Classification ID

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