1 On consistency of stochastic dominance and mean–semideviation models
Włodzimierz Ogryczak and Andrzej Ruszczyński
Mathematical Programming
Volume 89, Number 2, 217-232, DOI: 10.1007/PL00011396
http://www.springerlink.com/content/8tughcvmq50tv7f5/

2 Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
Alan J. King
Annals of Operations Research
Volume 45, Number 1, 165-177, DOI: 10.1007/BF02282047
http://www.springerlink.com/content/q00m64702mq41766/

3 Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence
W. V. Harlow and Ramesh K. S. Rao
Journal of Financial and Quantitative Analysis (1989), 24: 285-311
http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=4490288

4 Safety-First, Stochastic Dominance, and Optimal Portfolio Choice
Vijay S. Bawa
Journal of Financial and Quantitative Analysis (1978), 13: 255-271
http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=4471004

5 A Minimax Portfolio Selection Rule with Linear Programming Solution
Martin R. Young
Management Science
Vol. 44, No. 5 (May, 1998), pp. 673-683
(article consists of 11 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2634472

6 Third Degree Stochastic Dominance and Mean-Risk Analysis
Jun-Ya Gotoh and Hiroshi Konno
Management Science
Vol. 46, No. 2 (Feb., 2000), pp. 289-301
(article consists of 13 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2634764

7 Estimation Risk in Portfolio Selection: The Mean Variance Model versus the Mean Absolute Deviation Model
Yusif Simaan
Management Science
Vol. 43, No. 10 (Oct., 1997), pp. 1437-1446
(article consists of 10 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2634417