10 citations · 31 across the 40 of their papers we have counts for
44 papers
Do law-invariant linear functionals collapse to the mean?
Shengzhong Chen, Niushan Gao, Denny H. Leung +1
In this note, we show that, on a wide range of rearrangement-invariant spaces, a law-invariant bounded linear functional is a scalar multiple of the expectation. We also construct…
Automatic Fatou Property of Law-invariant Risk Measures
Shengzhong Chen, Niushan Gao, Denny Leung +1
In the paper we investigate automatic Fatou property of law-invariant risk measures on a rearrangement-invariant function space other than . The main result…
The order-type Banach-Saks properties
Made Tantrawan, Denny H. Leung, Niushan Gao
The study of the Banach-Saks property in Banach spaces has a long and illustrious history. Of late, motivated by applications in financial mathematics, interest has arisen in the B…
Nonlinear biseparating maps
Xianzhe Feng, Denny H. Leung
An additive map acting between spaces of vector-valued functions is said to be biseparating if is a bijection so that and are disjoint if and only if and …
On local convexity in and switching probability measures
Niushan Gao, Denny H. Leung, Foivos Xanthos
In the paper, we investigate the following fundamental question. For a set in , when does there exist an equivalent probability measure $\ma…
On closedness of law-invariant convex sets in rearrangement invariant spaces
Made Tantrawan, Denny H. Leung
This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space . In particular, we show that order…