Results 51 to 60 of about 151,084 (121)
Limit Orders and Knightian Uncertainty
International Economic Review, Volume 67, Issue 1, Page 353-363, February 2026.ABSTRACT A wide variety of financial instruments allows risk‐averse traders to reduce their exposure to risk. This raises the question of what financial instruments allow ambiguity‐averse traders to reduce their exposure to ambiguity. We show in this paper that price‐contingent orders, such as limit orders, are sufficient: In a two‐period trading model,
Michael Greinecker, Christoph Kuzmics
wiley +1 more source
Rigidity of anti‐de Sitter (2+1)‐spacetimes with convex boundary near the Fuchsian locus
Journal of the London Mathematical Society, Volume 113, Issue 2, February 2026.Abstract We prove that globally hyperbolic compact anti‐de Sitter (2+1)‐spacetimes with a strictly convex spacelike boundary that is either smooth or polyhedral and whose holonomy is close to Fuchsian are determined by the induced metric on the boundary.
Roman Prosanov, Jean‐Marc Schlenker
wiley +1 more source
Efficiency in Pure‐Exchange Economies With Risk‐Averse Monetary Utilities
Mathematical Finance, Volume 36, Issue 1, Page 99-117, January 2026.ABSTRACT We study Pareto efficiency in a pure‐exchange economy where agents' preferences are represented by risk‐averse monetary utilities. These coincide with law‐invariant monetary utilities, and they can be shown to correspond to the class of monotone, (quasi‐)concave, Schur concave, and translation‐invariant utility functionals. This covers a large
Mario Ghossoub, Michael B. Zhu
wiley +1 more source
Metrizability of Cone Metric Spaces Via Renorming the Banach Spaces
Journal of Nonlinear Analysis and Application, 2012 In this paper we show that by renorming an ordered Banach space, every cone $P$ can be converted to a normal cone with constant $K=1$ and consequently due to this approach every cone metric space is really a metric one and every theorem in metric space is valid for cone metric space automatically.
Mehdi Asadi +3 more
openaire +1 more source
Upper Comonotonicity and Risk Aggregation Under Dependence Uncertainty
Mathematical Finance, Volume 36, Issue 1, Page 118-139, January 2026.ABSTRACT In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multimarginal couplings, as a generalization of well‐known correlation statistics such as the Pearson correlation. The first
Corrado De Vecchi +2 more
wiley +1 more source
Metrizability of Topological Vector Space Valued Cone Metric Spaces
, 2010 This paper has been withdrawn by the authors. We withdraw our paper due to the acceptance in the journal "Applied Mathematics Letters" with a different title.
Cakalli, Huseyin +2 more
openaire +2 more sources
A note on the quasi‐local algebra of expander graphs
Bulletin of the London Mathematical Society, Volume 58, Issue 1, January 2026.Abstract We show that the quasi‐local algebra of a coarse disjoint union of expander graphs does not contain a Cartan subalgebra isomorphic to ℓ∞$\ell _\infty$. Ozawa has recently shown that these algebras are distinct from the uniform Roe algebras of expander graphs, and our result describes a further difference.
Bruno M. Braga +2 more
wiley +1 more source
Bishop-Phelps Theorem for Normed Cones
پژوهشهای ریاضی, 2019 Introduction In the last few years there is a growing interest in the theory of quasi-metric spaces and other related structures such as quasi-normed cones and asymmetric normed linear spaces, because such a theory provides an important tool in the study
Ildar Sadeghi, Ali Hassanzadeh
doaj
On Quasimetrizability of Quasicone Metric Spaces
, 2015 The aim of this work is to extend interesting results on the metrizability of cone metric spaces as it appears in the literature. In this paper we appeal to quasiuniformities and uniformities to prove that a quasicone metric space is qausimetrizable, and
M. Aphane, S. Moshokoa
semanticscholar +1 more source
Bayesian games with nested information
Theoretical Economics, Volume 21, Issue 1, Page 204-240, January 2026.A Bayesian game is said to have nested information if the players are ordered and each player knows the types of all players that follow her in that order. We prove that all multiplayer Bayesian games with finite action spaces, bounded payoffs, Polish type spaces, and nested information admit a Bayesian equilibrium.
Royi Jacobovic +2 more
wiley +1 more source