1 Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR
Chenghu Maa and Wing-Keung Wongb
  European Journal of Operational Research
Volume 207, Issue 2, 1 December 2010, Pages 927-935
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VCT-5070DH7-2&_user=10&_coverDate=12%2F01%2F2010&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1697321861&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=ea27a2676a9fafefd44bdce72cc5b036&searchtype=a

2 AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
Michael Kalkbrener
Mathematical Finance
Volume 15, Issue 3, pages 425–437, July 2005
http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9965.2005.00227.x/full

3 Coherent and convex monetary risk measures for unbounded càdlàg processes
Patrick Cheridito, Freddy Delbaen and Michael Kupper
Finance and Stochastics
Volume 9, Number 3, 369-387, DOI: 10.1007/s00780-004-0150-7
http://www.springerlink.com/content/t7085n2ju49w2177/

4 Representation of the penalty term of dynamic concave utilities
Freddy Delbaen, Shige Peng and Emanuela Rosazza Gianin
Finance and Stochastics
Volume 14, Number 3, 449-472, DOI: 10.1007/s00780-009-0119-7

http://www.springerlink.com/content/178546545m342834/