1 Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
Naomi Millera,  and Andrzej Ruszczyński
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&_searchStrId=1752221589&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=94a1f74a36c604492d8da88facd48996&searchtype=a


2 Coherent multiperiod risk adjusted values and Bellman’s principle
Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath and Hyejin Ku
Annals of Operations Research
Volume 152, Number 1, 5-22, DOI: 10.1007/s10479-006-0132-6
http://www.springerlink.com/content/q7898m152130l2x2/