{"id":{"repo_id":"milano","oai_identifier":"oai:air.unimi.it:2434/150201"},"canonical_url":"https://search.dev.ndltd.org/etd/milano/oai:air.unimi.it:2434/150201","repository":{"repo_id":"milano","name":"Università degli Studi di Milano","base_url":"https://air.unimi.it/oai/request"},"display":{"title":"ON QUASICONVEX CONDITIONAL MAPS. DUALITY RESULTS AND APPLICATIONS TO FINANCE","abstract":"Motivated by many financial insights, we provide dual representation theorems for quasiconvex conditional maps defined on vector space or modules and taking values in sets of random variables. These results match the standard dual representation for quasiconvex real valued maps provided by Penot and Volle. As a financial byproduct, we apply this theory to the case of dynamic certainty equivalents and conditional risk measures.","abstract_html":"Motivated by many financial insights, we provide dual representation theorems for quasiconvex conditional maps defined on vector space or modules and taking values in sets of random variables. These results match the standard dual representation for quasiconvex real valued maps provided by Penot and Volle. As a financial byproduct, we apply this theory to the case of dynamic certainty equivalents and conditional risk measures.","abstract_has_math":false,"creators":["M. Maggis"],"institution":"Università degli Studi di Milano","degree_name":null,"degree_level":null,"degree_discipline":null,"degree_department":null,"school":null,"contributors":["relatore: Marco Frittelli ; coordinatore: Vincenzo Capasso","FRITTELLI, MARCO","CAPASSO, VINCENZO"],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2010,"date_issued":"2010-12-17","date_published":"2010-12-17","updated_at":"2026-07-27T20:19:17Z","subjects":["Quasiconvex Maps","Lattices","Vector Spaces","Modules","Dual Representation","Risk Measures","Conditional Certainty Equivalent","Settore MAT/06 - Probabilita' e Statistica Matematica","Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie"],"languages":["eng"],"rights":["info:eu-repo/semantics/openAccess"],"rights_urls":[],"identifier_entries":[{"key":"dc:identifier","label":"Identifier","values":["10.13130/maggis-marco_phd2010-12-17"],"render_values":[{"text":"10.13130/maggis-marco_phd2010-12-17","href":"https://doi.org/10.13130/maggis-marco_phd2010-12-17","code":true}]}]},"links":{"outbound_url":"http://hdl.handle.net/2434/150201","outbound_label":"Handle","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["relatore: Marco Frittelli ; coordinatore: Vincenzo Capasso","M. Maggis","FRITTELLI, MARCO","CAPASSO, VINCENZO"]},{"key":"dc:creator","label":"Author","values":["M. Maggis"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date","label":"Dc Date","values":["2010-12-17"]},{"key":"dc:publisher","label":"Institution","values":["Università degli Studi di Milano"]},{"key":"dc:type","label":"Dc Type","values":["info:eu-repo/semantics/doctoralThesis"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Quasiconvex Maps","Lattices","Vector Spaces","Modules","Dual Representation","Risk Measures","Conditional Certainty Equivalent","Settore MAT/06 - Probabilita' e Statistica Matematica","Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language","label":"Dc Language","values":["eng"]},{"key":"dc:rights","label":"Dc Rights","values":["info:eu-repo/semantics/openAccess"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["http://hdl.handle.net/2434/150201","10.13130/maggis-marco_phd2010-12-17"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description","label":"Description","values":["Motivated by many financial insights, we provide dual representation theorems for quasiconvex conditional maps defined on vector space or modules and taking values in sets of random variables. These results match the standard dual representation for quasiconvex real valued maps provided by Penot and Volle. As a financial byproduct, we apply this theory to the case of dynamic certainty equivalents and conditional risk measures."]},{"key":"dc:title","label":"Title","values":["ON QUASICONVEX CONDITIONAL MAPS. DUALITY RESULTS AND APPLICATIONS TO FINANCE"]}]}],"canonical_facts":{"dc:contributor":["relatore: Marco Frittelli ; coordinatore: Vincenzo Capasso","M. Maggis","FRITTELLI, MARCO","CAPASSO, VINCENZO"],"dc:creator":["M. Maggis"],"dc:date":["2010-12-17"],"dc:description":["Motivated by many financial insights, we provide dual representation theorems for quasiconvex conditional maps defined on vector space or modules and taking values in sets of random variables. These results match the standard dual representation for quasiconvex real valued maps provided by Penot and Volle. As a financial byproduct, we apply this theory to the case of dynamic certainty equivalents and conditional risk measures."],"dc:identifier":["http://hdl.handle.net/2434/150201","10.13130/maggis-marco_phd2010-12-17"],"dc:language":["eng"],"dc:publisher":["Università degli Studi di Milano"],"dc:rights":["info:eu-repo/semantics/openAccess"],"dc:subject":["Quasiconvex Maps","Lattices","Vector Spaces","Modules","Dual Representation","Risk Measures","Conditional Certainty Equivalent","Settore MAT/06 - Probabilita' e Statistica Matematica","Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie"],"dc:title":["ON QUASICONVEX CONDITIONAL MAPS. DUALITY RESULTS AND APPLICATIONS TO FINANCE"],"dc:type":["info:eu-repo/semantics/doctoralThesis"]},"updated_at":"2026-07-27T20:19:17Z"}