Uniformly monotone functions - Definition, properties, characterizations

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F16%3A10329880" target="_blank" >RIV/00216208:11320/16:10329880 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.orl.2016.05.010" target="_blank" >http://dx.doi.org/10.1016/j.orl.2016.05.010</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.orl.2016.05.010" target="_blank" >10.1016/j.orl.2016.05.010</a>

Result language
angličtina
Original language name
Uniformly monotone functions - Definition, properties, characterizations
Original language description
Quasi-concave functions play an important role in economics and finance as utility functions, measures of risk or the other objects used, mainly, in portfolio selection analysis. Unfortunately, their limited application is due to the fact that their supremum, sum, product are typically not quasi-concave. This difficulty is overcome by establishing uniformly quasi-concave functions. We contribute with a new characterization of uniformly quasi-concave functions that allows easier verification and provide more straightforward insight.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Project
<a href="/en/project/GA15-02938S" target="_blank" >GA15-02938S: Stochastic dominance in operations research</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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