THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS L1

By Damir Filipovi'c, Gregor Svindland. 2012

102 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Soil Science

View Paper: https://www.semanticscholar.org/paper/2ecdc88659926f66bee7c6e355f13893095f2484

Citations in the corpus

• Continuity properties of law-invariant (quasi-)convex risk functions on L∞ (2010, unknown): “Moreover, since this is meant to be a short supplementary text, we also presume knowledge of the concept of convex risk measures and related continuity problems as outlined in [10], [9], and in particular [12], the latter being the main reference of this note.”
• The natural Banach space for version independent risk measures (2013, unknown): “also [13]).”