3 papers
q-fin.RM2026
On Prudence of Risk Measures
Niushan Gao, Denny H. Leung, Foivos Xanthos
Prudence is a stability property of risk functionals recently introduced by Wang and Zitikis and subsequently studied by Amarante and Liebrich. In this paper, we first establish ge…
math.FA2026
On the sequential monotone closure of spaces
Sukrit Chalana, Denny H. Leung, Foivos Xanthos
In this short note, we settle a problem posed by Wickstead in ~\cite{W:24}, arising from the study of the Riesz completion of spaces of regular operators between Banach lattices.
math.FA2026
Banach lattices with upper -estimates: Renorming and factorization
Enrique GarcÃa-Sánchez, Denny H. Leung, Mitchell A. Taylor +1
The notions of -convexity and concavity are fundamental tools for studying Banach lattices, as they partition the class of Banach lattices into a scale of spaces with -like…