Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences
| dc.contributor.author | Cheridito, Patrick | |
| dc.contributor.author | Drapeau, Samuel | |
| dc.contributor.author | Kupper, Michael | |
| dc.date.accessioned | 2017-12-15T13:29:42Z | |
| dc.date.available | 2017-12-15T13:29:42Z | |
| dc.date.issued | 2013 | eng |
| dc.description.abstract | We prove a closedness result for sets of lotteries that are monotone with respect to first-order stochastic dominance and show how it can be applied to obtain robust representations of risk preferences on lotteries with compact support. | eng |
| dc.description.version | published | eng |
| dc.identifier.doi | 10.1007/978-1-4471-4926-2_1 | eng |
| dc.identifier.uri | https://kops.uni-konstanz.de/handle/123456789/40952 | |
| dc.language.iso | eng | eng |
| dc.subject.ddc | 510 | eng |
| dc.title | Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences | eng |
| dc.type | INCOLLECTION | eng |
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| kops.citation.bibtex | @incollection{Cheridito2013Close-40952,
year={2013},
doi={10.1007/978-1-4471-4926-2_1},
title={Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences},
isbn={978-1-4471-4925-5},
publisher={Springer},
address={London},
booktitle={Risk Measures and Attitudes},
pages={3--9},
editor={Biagini, Francesca},
author={Cheridito, Patrick and Drapeau, Samuel and Kupper, Michael}
} | |
| kops.citation.iso690 | CHERIDITO, Patrick, Samuel DRAPEAU, Michael KUPPER, 2013. Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences. In: BIAGINI, Francesca, ed. and others. Risk Measures and Attitudes. London: Springer, 2013, pp. 3-9. ISBN 978-1-4471-4925-5. Available under: doi: 10.1007/978-1-4471-4926-2_1 | deu |
| kops.citation.iso690 | CHERIDITO, Patrick, Samuel DRAPEAU, Michael KUPPER, 2013. Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences. In: BIAGINI, Francesca, ed. and others. Risk Measures and Attitudes. London: Springer, 2013, pp. 3-9. ISBN 978-1-4471-4925-5. Available under: doi: 10.1007/978-1-4471-4926-2_1 | eng |
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| kops.sourcefield | BIAGINI, Francesca, ed. and others. <i>Risk Measures and Attitudes</i>. London: Springer, 2013, pp. 3-9. ISBN 978-1-4471-4925-5. Available under: doi: 10.1007/978-1-4471-4926-2_1 | deu |
| kops.sourcefield.plain | BIAGINI, Francesca, ed. and others. Risk Measures and Attitudes. London: Springer, 2013, pp. 3-9. ISBN 978-1-4471-4925-5. Available under: doi: 10.1007/978-1-4471-4926-2_1 | deu |
| kops.sourcefield.plain | BIAGINI, Francesca, ed. and others. Risk Measures and Attitudes. London: Springer, 2013, pp. 3-9. ISBN 978-1-4471-4925-5. Available under: doi: 10.1007/978-1-4471-4926-2_1 | eng |
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