Preferences over rich sets of random variables : on the incompatibility of convexity and semicontinuity in measure
Alexander Zimper, Hirbod Assa
| Year of publication: |
2021
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|---|---|
| Authors: | Zimper, Alexander ; Assa, Hirbod |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 15.2021, 2, p. 353-380
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| Subject: | Continuous preferences | Utility representations | Convex risk measures | Value-at-risk | Risikomaß | Risk measure | Präferenztheorie | Theory of preferences | Messung | Measurement | Risiko | Risk | Nutzenfunktion | Utility function |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-020-00280-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500030