1 Law invariant convex risk measures
Marco Frittelli and Emanuela Gianin

Advances in Mathematical Economics, 2005, Volume 7, Part 1, 33-46, DOI: 10.1007/4-431-27233-X_2

http://www.springerlink.com/content/j3jmx63p1605j687/

2 Dynamic Portfolio Allocation,the Dual Theory of Choice and Probability Distortion Function
Hamada M., Sherris M. and van Der Hoek J.

ASTIN Bulletin, 2006; 36(1): 187-217

http://digital.library.adelaide.edu.au/dspace/handle/2440/23825

3  The classification of parametric choices under uncertainty: analysis of the portfolio choice problem
Sergio Ortobelli Lozza

Theory and Decision
Volume 51, Numbers 2-4, 297-328, DOI: 10.1023/A:1015511211848

http://www.springerlink.com/content/cycaldylal9mtjrh/

4 An extended family of financial-risk measures

Pedersen C. and Satchell S.

The GENEVA Papers on Risk and Insurance - Theory
Volume 23, Number 2, 89-117, DOI: 10.1023/A:1008665926432

http://www.springerlink.com/content/ur318307gth254r8/