1 From Benchmarks to Generalised Expectations
Erio Castagnoli and Gino Favero
Preferences and Decisions
Studies in Fuzziness and Soft Computing, 2010, Volume 257/2010, 31-51, DOI: 10.1007/978-3-642-15976-3_3
http://www.springerlink.com/content/f5h13n477115278l/

2 Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection
Li Chen, Simai He ,Shuzhong Zhang
Operations Research July/August 2011 vol. 59 no. 4 847-865
http://or.journal.informs.org/content/59/4/847.abstract