1 Safety-first analysis and stable paretian approach to portfolio choice theory
Ortobelli L S.; Rachev S.T.
Mathematical and Computer Modelling, Volume 34, Number 9, November 2001 , pp. 1037-1072(36)
http://www.ingentaconnect.com/content/els/08957177/2001/00000034/00000009/art00116

2  Coherent risk measures under filtered historical simulation
Kostas Giannopoulosa, ,  and Radu Tunaru
Journal of Banking & Finance
Volume 29, Issue 4, April 2005, Pages 979-996
Risk Measurement
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VCY-4DF49YD-3&_user=10&_coverDate=04%2F01%2F2005&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1755270194&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=e059579313ce5dea6ec84a76e4c36404&searchtype=a

3 Asymptotic distribution of law-invariant risk functionals
Georg Pflug and Nancy Wozabal
Finance and Stochastics
Volume 14, Number 3, 397-418, DOI: 10.1007/s00780-009-0121-0
http://www.springerlink.com/content/c0n42p77862319r7/
4 Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures
Pavlo A. Krokhmal and Robert Murphey
Robust Optimization-Directed Design
Nonconvex Optimization and Its Applications, 2006, Volume 81, 95-116, DOI: 10.1007/0-387-28654-3_5
http://www.springerlink.com/content/nr786155v32p7677/