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q-fin.MF2022
Conditional divergence risk measures
Giulio Principi, Fabio Maccheroni
Our paper contributes to the theory of conditional risk measures and conditional certainty equivalents. We adopt a random modular approach which proved to be effective in the study…
math.CA2022
Representations of cones and applications to decision theory
Paolo Leonetti, Giulio Principi
Let be a cone in a locally convex Hausdorff topological vector space containing . We show that there exists a (essentially unique) nonempty family of nonem…