Multi-utility representations of incomplete preferences induced by set-valued risk measures

DOI10.1007/s00780-020-00440-5zbMath1461.91367arXiv2009.04151OpenAlexW3114650789MaRDI QIDQ2022756

Cosimo Munari

Publication date: 29 April 2021

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.04151

zbMATH Keywords

incomplete preferencesrisk measuresdual representationsmulti-utility representations

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Utility theory (91B16) Financial applications of other theories (91G80)

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