We study continuity properties of law-invariant (quasi-)convex functions $${f:L^\infty(\Omega, \mathcal{F}, \mathbb{P}) \to (-\infty,\infty]}$$ over a non-atomic probability space $${(\Omega, \mathcal{F}, \mathbb{P})}$$. This is a supplementary note to Jouini etal. (Adv Math Econ 9:49-71, 2006
We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show tha...
We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show tha...
We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show tha...
We study continuity properties of law-invariant (quasi-)convex functions f : L1(Ω,F, P) to ( ∞,∞] ov...
Abstract We study continuity properties of law-invariant (quasi-)convex functions f: L∞(,F, P) → (−...
We discuss two issues about risk measures: we first point out an alternative interpretation of the p...
Convex risk measures are best known on L∞. In this paper we argue that Lp, for p ∈ [1,∞), is a more ...
AbstractThis work is devoted to the study of coherent and convex risk measure on non-reflexive Banac...
We establish general "collapse to the mean" principles that provide conditions under which a law-inv...
We establish general "collapse to the mean" principles that provide conditions under which a law-inv...
We establish general "collapse to the mean" principles that provide conditions under which a law-inv...
We discuss when law-invariant convex functionals “collapse to the mean”. More precisely, we show tha...
We propose a generalization of the classical notion of the V@Rλ that takes into account not only the...
We provide a variety of results for quasiconvex, law-invariant functionals defined on a general Orli...
We provide a variety of results for quasiconvex, law-invariant functionals defined on a general Orli...
We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show tha...
We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show tha...
We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show tha...
We study continuity properties of law-invariant (quasi-)convex functions f : L1(Ω,F, P) to ( ∞,∞] ov...
Abstract We study continuity properties of law-invariant (quasi-)convex functions f: L∞(,F, P) → (−...
We discuss two issues about risk measures: we first point out an alternative interpretation of the p...
Convex risk measures are best known on L∞. In this paper we argue that Lp, for p ∈ [1,∞), is a more ...
AbstractThis work is devoted to the study of coherent and convex risk measure on non-reflexive Banac...
We establish general "collapse to the mean" principles that provide conditions under which a law-inv...
We establish general "collapse to the mean" principles that provide conditions under which a law-inv...
We establish general "collapse to the mean" principles that provide conditions under which a law-inv...
We discuss when law-invariant convex functionals “collapse to the mean”. More precisely, we show tha...
We propose a generalization of the classical notion of the V@Rλ that takes into account not only the...
We provide a variety of results for quasiconvex, law-invariant functionals defined on a general Orli...
We provide a variety of results for quasiconvex, law-invariant functionals defined on a general Orli...
We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show tha...
We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show tha...
We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show tha...
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