On closedness of law-invariant convex sets in rearrangement invariant spaces
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- Niushan Gao & Denny Leung & Cosimo Munari & Foivos Xanthos, 2018. "Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces," Finance and Stochastics, Springer, vol. 22(2), pages 395-415, April.
- Keita Owari, 2013.
"Maximum Lebesgue Extension of Monotone Convex Functions,"
CARF F-Series
CARF-F-315, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Keita Owari, 2013. "Maximum Lebesgue Extension of Monotone Convex Functions," Papers 1304.7934, arXiv.org, revised Jan 2014.
- Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2006. "Law Invariant Risk Measures Have the Fatou Property," Post-Print halshs-00176522, HAL.
- repec:dau:papers:123456789/342 is not listed on IDEAS
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