Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure

DOI10.1007/s11579-020-00280-zzbMath1461.91109OpenAlexW3083939722MaRDI QIDQ829335

Alexander Zimper, Hirbod Assa

Publication date: 5 May 2021

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-020-00280-z

zbMATH Keywords

value-at-riskconvex risk measurescontinuous preferencesutility representations

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items

On open \((c, \epsilon)\)-balls in topological spaces that capture convergence in non-additive probability measure with probability-one coincidence

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