. Further, let C ∗ (X) be its dual, i.e., the convex cone of functionals that are additive, positively homogeneous, and …. However, even if X is compact, (i) functionals in C ∗ (X) need not be representable as integrals, and (ii) the space of …

. Further, let C ∗ (X) be its dual, i.e., the convex cone of functionals that are additive, positively homogeneous, and monotone …) functionals in C ∗ (X) need not be representable as integrals, and (ii) the space of regular Borel probability measures on X may …

" for quasiconvex functionals. In the special cases of consistent risk measures and Choquet integrals, we can even dispense …