1 Maximum Entropy Principle with General Deviation Measures
Bogdan Grechuk, Anton Molyboha and Michael Zabarankin
Mathematics of Operations Research May 2009 vol. 34 no. 2 445-467 http://mor.journal.informs.org/content/34/2/445.short
2 A Duality Theory for Set-Valued Functions I: Fenchel Conjugation Theory
Andreas H. Hamel
Set-Valued and Variational Analysis
Volume 17, Number 2, 153-182, DOI: 10.1007/s11228-009-0109-0 http://www.springerlink.com/content/x2555h1t35u3256m/
3 Hedging Interest Rate Risk by Optimization in Banach Spaces
A. Balbás and R. Romera
Journal of Optimization Theory and Applications
Volume 132, Number 1, 175-191, DOI: 10.1007/s10957-006-9124-6 http://www.springerlink.com/content/kg56m324720808w0/
5 Robust stochastic dominance and its application to risk-averse optimization
Darinka Dentcheva and Andrzej Ruszczyński
Mathematical Programming
Volume 123, Number 1, 85-100, DOI: 10.1007/s10107-009-0321-6 http://www.springerlink.com/content/91132206564k2l25/