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Characterization of uniformly quasi-concave functions

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F12%3A10125937" target="_blank" >RIV/00216208:11320/12:10125937 - isvavai.cz</a>

  • Result on the web

    <a href="http://mme2012.opf.slu.cz/proceedings/pdf/077_Kopa_L.pdf" target="_blank" >http://mme2012.opf.slu.cz/proceedings/pdf/077_Kopa_L.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Characterization of uniformly quasi-concave functions

  • Original language 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 sumof 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.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2012

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of 30th International Conference Mathematical Methods in Economics

  • ISBN

    978-80-7248-779-0

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    449-454

  • Publisher name

    Silesian University in Opava, School of Business Administration in Karviná

  • Place of publication

    Karviná

  • Event location

    Karviná

  • Event date

    Sep 11, 2012

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article