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Jouini, E., Schachermayer, W. and Touzi, N. (2006) Law Invariant Risk Measures Have the Fatou Property, In: Kusuoka, S. and Yamazaki, A., Eds., Advances in Mathematical Economics, 9, 49-71, Springer, Japan.
https://doi.org/10.1007/4-431-34342-3_4

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