Amanote Research

Amanote Research

    RegisterSign In

On Kusuoka Representation of Law Invariant Risk Measures

Mathematics of Operations Research - United States
doi 10.1287/moor.1120.0563
Full Text
Open PDF
Abstract

Available in full text

Categories
Management ScienceComputer Science ApplicationsOperations ResearchMathematics
Date

February 1, 2013

Authors
Alexander Shapiro
Publisher

Institute for Operations Research and the Management Sciences (INFORMS)


Related search

Law Invariant Risk Measures Have the Fatou Property

English

Invariant Signed Measures and the Cancellation Law

Proceedings of the American Mathematical Society
MathematicsApplied Mathematics
1991English

A Note on Invariant Measures

Opuscula Mathematica
Mathematics
2011English

Distribution-Invariant Risk Measures, Entropy, and Large Deviations

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2007English

Aspirational Preferences and Their Representation by Risk Measures

Management Science
Management ScienceManagementOperations ResearchStrategy
2012English

Optimal Risk Sharing for Law Invariant Monetary Utility Functions

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2008English

Finitely-Additive Invariant Measures on Euclidean Spaces

Ergodic Theory and Dynamical Systems
MathematicsApplied Mathematics
1982English

Rearrangement Invariant, Coherent Risk Measures on L<sup>0</Sup>

Journal of Financial Risk Management
2015English

On Integral Representation of Vector Valued Measures.

Mathematica Scandinavica
Mathematics
1967English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy