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1 Duality between coherent risk measures and stochastic dominance constraints in risk-averse optimization
Darinka Dentcheva and Andrzej Ruszczyński


Pacific Journal of Optimization
Volume 4, Number 3, September 2008, pp. 433-446
http://www.ybook.co.jp/online/pjoe/vol4/p433.html

2  A Risk-Return Model with Risk and Return Measured as Deviations from a Target Return
Duncan M. Holthausen
The American Economic Review
Vol. 71, No. 1 (Mar., 1981), pp. 182-188
(article consists of 7 pages)
Published by: American Economic Association
Stable URL: http://www.jstor.org/stable/1805050

3 On the Class of Elliptical Distributions and their Applications to the Theory of Portfolio Choice
Joel Owen and Ramon Rabinovitch
The Journal of Finance
Vol. 38, No. 3 (Jun., 1983), pp. 745-752
(article consists of 8 pages)
Published by: Blackwell Publishing for the American Finance Association
Stable URL: http://www.jstor.org/stable/2328079

4 Large returns, conditional correlation and portfolio diversification: a value-at-risk approach

P. Silvapulle & C.W.J. Granger

Quantitative Finance Volume 1, Issue 5, 2001http://www.tandfonline.com/doi/abs/10.1080/713665877

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