1 Minimizing Vector Risk Measures
Alejandro Balbás, Beatriz Balbás and Raquel Balbás
New Developments in Multiple Objective and Goal Programming
Lecture Notes in Economics and Mathematical Systems, 2010, Volume 638, 55-69, DOI: 10.1007/978-3-642-10354-4_4
http://www.springerlink.com/content/tm7g83uwg7876xn4/
2 Optimal rules for ordering uncertain prospects
Vijay S. Bawa
Journal of Financial Economics
Volume 2, Issue 1, March 1975, Pages 95–121
http://www.sciencedirect.com/science/article/pii/0304405X75900252
3 Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
Darinka Dentcheva  & Andrzej Ruszczyński
Optimization
Volume 53, Issue 5-6, 2004
http://www.tandfonline.com/doi/abs/10.1080/02331930412331327148
4 Inverse stochastic dominance constraints and rank dependent expected utility theory
Darinka Dentcheva and Andrzej Ruszczyński
Mathematical Programming
Volume 108, Numbers 2-3, 297-311, DOI: 10.1007/s10107-006-0712-x
http://www.springerlink.com/content/rk231618211t4gu8/