Provides necessary and sufficient conditions for bipolar theorems on non-negative random variables in non-dominated robust frameworks, generalizing prior results.
[2015], ‘Financial economics without probabilistic prior as sumptions’, Decisions in Economics and Finance 38(1), 75–91
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2022 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Bipolar Theorems for Sets of Non-negative Random Variables
Provides necessary and sufficient conditions for bipolar theorems on non-negative random variables in non-dominated robust frameworks, generalizing prior results.