The conic property for vector measure market games

Values of vector measure market games and their representations

“…By (Edhan 2015, Theorem 1) we have ϕ(h w • μ)(S) = 0, and by combining that with Eq. (16) we obtain for every w ∈…”

“…The space of exact market games, EM, is the linear space spanned by games of the form v(S) = min c∈C c · μ(S), for a compact and convex C ⊆ Δ k and μ ∈ N A 1 k , for some k ≥ 2. The following Theorem was in fact proved in Edhan (2015):…”