Lebesgue property of convex risk measures for bounded càdlàg processes

DOI10.4310/MAA.2011.V18.N3.A4zbMath1284.91508MaRDI QIDQ390190

Hirbod Assa

Publication date: 22 January 2014

Published in: Methods and Applications of Analysis (Search for Journal in Brave)

Full work available at URL: http://intlpress.com/site/pub/pages/journals/items/maa/content/vols/0018/0003/a004/index.html

zbMATH Keywords

convex risk measuresbounded càdlàg processesLebes\-gue propertystatic risk

Mathematics Subject Classification ID

Utility theory (91B16) Stochastic processes (60G99) Duality theory for topological vector spaces (46A20) Convex sets in topological vector spaces (aspects of convex geometry) (52A07) Portfolio theory (91G10)

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