1 Dynamic Minimization of Worst Conditional Expectation of Shortfall
Jun Sekine
Mathematical Finance
Volume 14, Issue 4, pages 605–618, October 2004
http://onlinelibrary.wiley.com/doi/10.1111/j.0960-1627.2004.00207.x/full
2 Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
Naomi Millera,  and Andrzej Ruszczyńskib
European Journal of Operational Research
Volume 191, Issue 1, 16 November 2008, Pages 193-206

http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VCT-4P8GWX6-3&_user=10&_coverDate=11%2F16%2F2008&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=35b456e5e923a37e8a1857ad893ff169&searchtype=a
3 Convexity, translation invariance and subadditivity for g-expectations and related risk measures
Long Jiang
Ann. Appl. Probab. Volume 18, Number 1 (2008), 245-258.
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aoap/1199890022
4 Time consistent dynamic risk processes
Jocelyne Bion-Nadal
Stochastic Processes and their Applications
Volume 119, Issue 2, February 2009, Pages 633-654
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V1B-4S0YXT6-3&_user=10&_coverDate=02%2F28%2F2009&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=fd5e56d797546c05999d45aab2fa6b22&searchtype=a