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Description
| - Quasi-concave functions appears in economics and nance as utility functions, measures of risk or other objects, mainly in portfolio selection analysis. A special attention was paid to these functions in the minimax theory. Unfortunately, their limited application is due to the fact that supremum, sum, product of quasi-concave functions are typically not quasi-concave. This difficulty is removed by establishing of uniformly quasi-concave functions, due to Prekopa, Yoda and Subasi (2011). Supremum and sum of uniformly quasi-concave functions are also a quasi-concave function. Moreover, product of nonnegative uniformly quasi-concave functions is a quasi-concave function. We contribute with a new characterization of uniformly quasi-concave functions that allows for easier verication and provide more straightforward insight. Hence, application and usage of uniformly quasi-concave functions become to be easier and more natural.
- Quasi-concave functions appears in economics and nance as utility functions, measures of risk or other objects, mainly in portfolio selection analysis. A special attention was paid to these functions in the minimax theory. Unfortunately, their limited application is due to the fact that supremum, sum, product of quasi-concave functions are typically not quasi-concave. This difficulty is removed by establishing of uniformly quasi-concave functions, due to Prekopa, Yoda and Subasi (2011). Supremum and sum of uniformly quasi-concave functions are also a quasi-concave function. Moreover, product of nonnegative uniformly quasi-concave functions is a quasi-concave function. We contribute with a new characterization of uniformly quasi-concave functions that allows for easier verication and provide more straightforward insight. Hence, application and usage of uniformly quasi-concave functions become to be easier and more natural. (en)
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Title
| - Characterization of uniformly quasi-concave functions
- Characterization of uniformly quasi-concave functions (en)
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skos:prefLabel
| - Characterization of uniformly quasi-concave functions
- Characterization of uniformly quasi-concave functions (en)
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skos:notation
| - RIV/00216208:11320/12:10125937!RIV13-GA0-11320___
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http://linked.open...avai/predkladatel
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/00216208:11320/12:10125937
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - monotonicity.; total ordering; partial ordering; uniformly quasi-concave functions; Quasi-concave function (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...ontrolniKodProRIV
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http://linked.open...v/mistoKonaniAkce
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http://linked.open...i/riv/mistoVydani
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http://linked.open...i/riv/nazevZdroje
| - Proceedings of 30th International Conference Mathematical Methods in Economics
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...iv/tvurceVysledku
| - Kopa, Miloš
- Lachout, Petr
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http://linked.open...vavai/riv/typAkce
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http://linked.open.../riv/zahajeniAkce
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number of pages
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http://purl.org/ne...btex#hasPublisher
| - Slezská univerzita v Opavě. Obchodně podnikatelská fakulta v Karviné
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https://schema.org/isbn
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http://localhost/t...ganizacniJednotka
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is http://linked.open...avai/riv/vysledek
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