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Search: subject:"Quasiconvex functionals"
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Liebrich, Felix-Benedikt
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Law-invariant functionals that collapse to the mean : beyond convexity
Liebrich, Felix-Benedikt
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
16
(
2022
)
3
,
pp. 447-480
Persistent link: https://www.econbiz.de/10013438862
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Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity
Liebrich, Felix-Benedikt
;
Munari, Cosimo
- In:
Mathematics and Financial Economics
16
(
2022
)
3
,
pp. 447-480
" for
quasiconvex
functionals
. In the special cases of consistent risk measures and Choquet integrals, we can even dispense …
Persistent link: https://www.econbiz.de/10015271500
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