We introduce a notion of complete monotone quasiconcave duality and we show that it holds for important classes of quasiconcave functions. JEL classification: C65 1 We refer the reader to Penot [25] for a recent survey. See also Crouzeix [5], [6], and [7], Martinez-Legaz [20] and [21], and Penot and Volle [24]. 2 This is the Anscombe and Aumann [2] version of the classic Savage [30] set up. See [11] and [17]. 3 To be precise we consider the class of M spaces (see Subsection 2.1). These spaces

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... e essentially function spaces equipped with their supnorm, B 0 (Ω, Σ, R) is an example.