Lebesgue property for convex risk measures on Orlicz spaces

Banach space theory: the basis for linear and nonlinear analysis

Choice Reviews Online · 2011 · 322 citations

Infinite Dimensional Analysis, Linear Operator, Banach Space Theory +9

RISK MEASURES ON ORLICZ HEARTS

Patrick Cheridito, Tianhui Li · Mathematical Finance · 2009 · 220 citations

Heart Failure, Engineering, Such Risk Measures +19

Reflexivity and the sup of linear functionals

Robert C. James · Israel Journal of Mathematics · 1972 · 71 citations

Linear Operator, Norm (Mathematics), Linear Functionals +1

A unified framework for utility maximization problems: An Orlicz space approach

The Annals of Applied Probability · 2008 · 67 citations · Full text

Mathematical Programming, Engineering, Variational Analysis +24

An eigenvector proof of fatou’s lemma for continuous functions

Stephen Simons · The Mathematical Intelligencer · 1995 · 28 citations

Spectral Theory, Linear Operator, Engineering +2