1 Post-modern Approaches for Portfolio Optimization
Borjana Racheva-Iotova and Stoyan Stoyanov

Handbook on Information Technology in Finance
International Handbooks on Information Systems, 2008, II, 613-634, DOI: 10.1007/978-3-540-49487-4_25

http://www.springerlink.com/content/t6551x676353nu8w/

2 A general approach to integrated risk management with skewed, fat-tailed risks
Joshua V. Rosenberg,  and Til Schuermann

Journal of Financial Economics
Volume 79, Issue 3, March 2006, Pages 569-614

http://www.sciencedirect.com/science/article/pii/S0304405X05001509

3 The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks
Thomas Lux
pages 463-475                                                      

Applied Financial Economics
Volume 6, Issue 6, 1996