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Core of convex distortions of a probability on a non atomic space

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References

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2004On the Neyman–Pearson problem for law-invariant risk measures and robust utility functionals87 cited
2008Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM51 cited
2002Reward-Risk Portfolio Selection and Stochastic Dominance47 cited
2003Separating Risk and Uncertainty Attitudes in Dynamic Programming0 cited

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