Abstract
We study continuity properties of law-invariant (quasi-)convex functions \({f:L^\infty(\Omega, \mathcal{F}, \mathbb{P}) \to (-\infty,\infty]}\) over a non-atomic probability space \({(\Omega, \mathcal{F}, \mathbb{P})}\). This is a supplementary note to Jouini et al. (Adv Math Econ 9:49–71, 2006).
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Svindland, G. Continuity properties of law-invariant (quasi-)convex risk functions on L ∞ . Math Finan Econ 3, 39–43 (2010). https://doi.org/10.1007/s11579-010-0026-x
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DOI: https://doi.org/10.1007/s11579-010-0026-x