Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure
type: Item
instance of: scholarly article
title: Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure
zbMATH Open document ID: 1461.91109
author: Alexander Zimper
author: Hirbod Assa
published in: Mathematics and Financial Economics
publication date: 2021-05-05T00:00:00Z
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 7344622
zbMATH Keywords: continuous preferences
zbMATH Keywords: utility representations
zbMATH Keywords: convex risk measures
zbMATH Keywords: value-at-risk
MaRDI profile type: Publication
full work available at URL: s11579-020-00280-z
OpenAlex ID: W3083939722
cites work: Q5386174
cites work: Coherent measures of risk
cites work: Preferences over all random variables: incompatibility of convexity and continuity
cites work: Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences
cites work: Q5722776
cites work: Q4836494
cites work: Q3994918
cites work: Uncertainty averse preferences
cites work: More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
cites work: Risk aversion in the theory of expected utility with rank dependent probabilities
cites work: The spaces 𝐿^{𝑝} with 0<𝑃<1
cites work: Asset Demand Without the Independence Axiom
cites work: Q4550909
cites work: RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES
cites work: Ordered Topological Spaces
cites work: Q5615833
cites work: Convex measures of risk and trading constraints
cites work: Stochastic finance. An introduction in discrete time
cites work: On continuity of incomplete preferences
cites work: Expected utility with purely subjective non-additive probabilities
cites work: Maxmin expected utility with non-unique prior
cites work: A life-cycle model with ambiguous survival beliefs
cites work: Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
cites work: Q4340096
cites work: Q5826088
cites work: A Condition for the Completeness of Partial Preference Relations
cites work: Integral Representation Without Additivity
cites work: Subjective Probability and Expected Utility without Additivity
cites work: Quasi-Transitivity, Rational Choice and Collective Decisions
cites work: The Relationship Between Transitive Preference and the Structure of the Choice Space
cites work: The algebraic versus the topological approach to additive representations
cites work: Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
cites work: Prospect Theory
DOI: 10.1007/S11579-020-00280-Z
description: scientific article; zbMATH DE number 7344622