A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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Publication:5700134
DOI10.1111/j.1467-9965.2005.00253.xzbMath1142.28001MaRDI QIDQ5700134
Publication date: 27 October 2005
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2005.00253.x
second-order stochastic dominance; concave order; Schur concave function; concave rearrangement invariant function
26A51: Convexity of real functions in one variable, generalizations
28E99: Miscellaneous topics in measure theory
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