A von Neumann-Morgenstern representation result without weak continuity assumption

DOI10.1016/j.jmateco.2011.04.002zbMath1241.91049OpenAlexW3124831999MaRDI QIDQ2427838

Samuel Drapeau, Michael Kupper, Freddy Delbaen

Publication date: 18 April 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2011.04.002

zbMATH Keywords

stochastic orderutility functionweak continuityaffine preference ordervon Neumann--Morgenstern representation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Utility theory (91B16)

Related Items (3)

The stochastic mitra-wan forestry model: risk neutral and risk averse cases ⋮ Preferences over all random variables: incompatibility of convexity and continuity ⋮ Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences

Cites Work

• Partially ordered linear topological spaces
• Automatic Continuity and Openness of Convex Relations
• Risk Preferences and Their Robust Representation
• Stochastic finance. An introduction in discrete time
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