Preferences over all random variables: incompatibility of convexity and continuity

DOI10.1016/j.jmateco.2017.12.006zbMath1388.91096OpenAlexW2606549337MaRDI QIDQ1745655

Alexander Zimper, Hirbod Assa

Publication date: 18 April 2018

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

Full work available at URL: http://www.up.ac.za/media/shared/61/WP/wp_2017_14.zp111694.pdf

zbMATH Keywords

utility representationslarge spacespreference for diversification

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (3)

Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure ⋮ On open \((c, \epsilon)\)-balls in topological spaces that capture convergence in non-additive probability measure with probability-one coincidence ⋮ When a combination of convexity and continuity forces monotonicity of preferences

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