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1. Beatrice Acciaio and Irina Penner. Dynamic Risk Measures. In Giulia Di Nunno and Bernt Øksendal, editors, Advanced Mathematical Methods for Finance, chapter 1, pages 134. Springer, 2011.
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2. Carlo Acerbi. Coherent Representations of Subjective Risk Aversion. In Giorgio Szego, editor, Risk Measures for the 21st Century, chapter 13, page 147. John Wiley & Sons, 2004.
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3. Carlo Acerbi. Spectral Measures of Risk: A coherent Representation of Subjective Risk Aversion. Journal of Banking & Finance, 26(7):1505 1518, 2002. ISSN 0378-4266. doi: DOI:10.1016/ S0378-4266(02)00281-9. URL http://www.sciencedirect.com/science/article/B6VCY-45XT7GC-2/2/ 715b8ff2a7a218438cd84f7a116a86e5.

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33. Stable Allocations of Risk. (2007). Kóczy, László ; Herings, P. Jean-Jacques ; Csóka, Péter ; Csoka, Peter ; Koczy, Laszlo a..
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45. Coherent risk measures under filtered historical simulation. (2005). Tunaru, Radu ; Giannopoulos, Kostas.
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47. On the significance of expected shortfall as a coherent risk measure. (2005). Kijima, Masaaki ; Inui, Koji.
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48. Expected shortfall and beyond. (2002). Tasche, Dirk.
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49. Measures of risk. (2002). Szego, Giorgio.
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