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2. Mental Accounting and decision making: a systematic literature review. (2023). de Lacerda, Rafael ; Bortolon, Patricia Maria ; Silva, Emmanuel Marques.
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3. The Evaluation of Mean-Detrended Cross-Correlation Analysis Portfolio Strategy for Multiple risk Assets. (2022). Chen, Zhonglu ; Wu, XU ; Zhang, XI.
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4. Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance. (2022). PARENT, Antoine ; Merli, Maxime.
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5. Mental accounts with horizon and asymmetry preferences. (2021). Lejeune, Thomas ; Hübner, Georges ; Hubner, Georges.
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6. A robust behavioral portfolio selection: model with investor attitudes and biases. (2020). Momen, Omid ; Esfahanipour, Akbar ; Seifi, Abbas.
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7. The Impact of Financial Crises on the Asset Allocation: Classical Theory Versus Behavioral Theory. (2020). Abbes, Mouna Boujelbene ; Harzallah, Amen Aissi.
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8. How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk. (2020). Huang, Xiaoxia ; Yang, Tingting.
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9. Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion. (2020). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
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10. Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures. (2020). Kursten, Wolfgang ; Rischau, Robert ; Brandtner, Mario.
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11. Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk. (2019). Wong, Wing-Keung ; Guo, XU ; Chan, Raymond H ; Zhu, Lixing.
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12. Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings. (2019). Young, Michael Nayat ; Chang, Kuo-Hwa.
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13. Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity. (2018). Brandtner, Mario.
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14. Portfolio selection with mental accounts and estimation risk. (2017). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
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15. When Behavioral Portfolio Theory meets Markowitz theory. (2016). Roger, Tristan ; Bourachnikova, Olga ; Pfiffelmann, Marie.
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16. Uncertain portfolio selection with background risk. (2016). Huang, Xiaoxia ; Di, Hao.
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17. Mean-chance model for portfolio selection based on uncertain measure. (2014). Huang, Xiaoxia ; Zhao, Tianyi.
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18. An analysis of portfolio selection with multiplicative background risk. (2013). Zhu, Lixing ; Wong, Wing-Keung ; Guo, Xu.
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19. International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective. (2013). An, Yunbi ; Ma, Yongkai ; Jiang, Chong Hui.
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1. “Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index. (2017). Sosvilla-Rivero, Simon ; Adame-Garcia, Victor ; Fernandez-Rodriguez, Fernando.
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2. Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. (2017). Nguyen, Duc Khuong ; Arreola Hernandez, Jose ; Berger, Theo.
   In: European Journal of Operational Research.
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3. Spektrale Risikomaße: Konzeption, betriebswirtschaftliche Anwendungen und Fallstricke. (2016). Brandtner, Mario.
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4. A representation of risk measures. (2016). amarante, massimiliano.
   In: Decisions in Economics and Finance.
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5. Optimal reinsurance under dynamic VaR constraint. (2016). Li, Shuanming ; Jin, Zhuo ; Chen, Ping ; Zhang, Nan.
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   RePEc:eee:insuma:v:71:y:2016:i:c:p:232-243.

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6. Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints. (2016). Liang, Zongxia ; Guan, Guohui.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:69:y:2016:i:c:p:224-237.

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7. Multi-period portfolio optimization under probabilistic risk measure. (2016). Sun, Yufei ; Zhu, Yanjian ; Wang, Xiangyu ; Teo, Kok Lay ; Aw, Grace .
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8. Portfolio optimization with disutility-based risk measure. (2016). Fulga, Cristinca.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:251:y:2016:i:2:p:541-553.

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9. Shortfall Deviation Risk: An alternative to risk measurement. (2016). Righi, Marcelo ; Ceretta, Paulo Sergio.
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10. Analysis and Forecasting of Electricty Price Risks with Quantile Factor Models. (2016). Derek, Arne Andresen .
    In: The Energy Journal.
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11. Downside risk in multiperiod tracking error models. (2014). Canestrelli, Elio ; Barro, Diana.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:22:y:2014:i:2:p:263-283.

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12. Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books. (2014). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:43:y:2014:i:c:p:107-130.

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13. A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function. (2014). Parolya, Nestor ; Schmid, Wolfgang ; Bodnar, Taras.
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14. Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR. (2013). Wong, Wing-Keung ; Ma, Chenghu.
    In: Working Papers.
    RePEc:wyi:wpaper:001971.

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15. Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems. (2013). Zheng, X. ; Sun, X. ; Cui, X. ; Zhu, S..
    In: Journal of Global Optimization.
    RePEc:spr:jglopt:v:56:y:2013:i:4:p:1409-1423.

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16. The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance. (2013). Tchana Tchana, Fulbert ; Georges, Tsafack ; Fulbert, Tchana Tchana .
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17. Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysis. (2013). Brandtner, Mario.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5526-5537.

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18. Limiting losses may be injurious to your wealth. (2013). Grauer, Robert R..
    In: Journal of Banking & Finance.
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19. Fuzzy portfolio optimization model under real constraints. (2013). Liu, Yong-Jun ; Zhang, Wei-Guo.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:704-711.

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20. Risk analysis with contractual default. Does covenant breach matter?. (2013). Gatti, Stefano ; Borgonovo, Emanuele.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:230:y:2013:i:2:p:431-443.

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21. Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment. (2013). Xu, Weijun ; Zhang, Weiguo ; Li, Ting.
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22. Bank regulation and stability: An examination of the Basel market risk framework. (2012). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
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23. Downside risk in multiperiod tracking error models. (2012). Canestrelli, Elio ; Barro, Diana.
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24. The Tortoise and the Hare: Risk Premium Versus Alternative Asset Portfolios. (2012). Thorp, Susan ; Bird, Ron ; Liem, Harry.
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25. Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints. (2012). Huang, PU ; Subramanian, Dharmashankar.
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26. Monte Carlo methods for mean-risk optimization and portfolio selection. (2012). Xu, Huifu ; Zhang, Dali.
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    RePEc:spr:comgts:v:9:y:2012:i:1:p:3-29.

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27. Portfolio selection with mental accounts and background risk. (2012). Baptista, Alexandre.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:4:p:968-980.

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28. When more is less: Using multiple constraints to reduce tail risk. (2012). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:10:p:2693-2716.

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29. Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs. (2012). Cui, Xueting ; Sun, Xiaoling ; Zheng, Xiaojin ; Li, Duan.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:221:y:2012:i:1:p:38-48.

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30. Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests. (2012). Tara, Zabolotskyy ; Wolfgang, Schmid ; Taras, Bodnar .
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31. A Comparison of Traditional and Copula based VaR with Agricultural portfolio. (2012). Lagerkvist, Carl-Johan ; Mandal, Maitreyi.
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32. Construction of uncertainty sets for portfolio selection problems. (2011). Wiechers, Christof.
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33. On the performance of the minimum VaR portfolio. (2011). Maller, Ross ; Durand, Robert ; Gould, John.
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34. Evaluating Value-at-Risk Models with Desk-Level Data. (2011). Pelletier, Denis ; Christoffersen, Peter ; Berkowitz, Jeremy.
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35. Analysis of hedge fund strategies using slack-based DEA models. (2010). Kumar, U D ; Singal, K ; Saranga, H ; Roy, A B.
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36. On the Conditional Value-at-Risk probability-dependent utility function. (2010). Street, Alexandre.
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37. Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR. (2010). Wong, Wing-Keung ; Ma, Chenghu.
    In: European Journal of Operational Research.
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38. Risk management strategies via minimax portfolio optimization. (2010). Polak, George G. ; Sweeney, Dennis J. ; Rogers, David F..
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39. Reducing estimation risk in optimal portfolio selection when short sales are allowed. (2009). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
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40. Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing. (2009). Baptista, Alexandre ; Alexander, Gordon.
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41. Time-inconsistency of VaR and time-consistent alternatives. (2009). Stadje, Mitja ; Cheridito, Patrick.
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42. Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach. (2009). Vedenov, Dmitry ; Leatham, David ; Larsen, Ryan.
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43. Stochastic dominance analysis of Asian hedge funds. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Phoon, Kok Fai.
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44. Active portfolio management with benchmarking: Adding a value-at-risk constraint. (2008). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:3:p:779-820.

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45. Proper Conditioning for Coherent VaR in Portfolio Management. (2007). Renault, Eric ; Garcia, René ; Tsafack, Georges.
    In: Management Science.
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46. Risk Management with Benchmarking. (2006). Basak, Suleyman ; Tepla, Lucie ; Shapiro, Alex.
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47. Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach. (2006). Baptista, Alexandre ; Alexander, Gordon.
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48. Théorie comportementale du portefeuille. Intérêt et limites. (2006). ROGER, Patrick ; MERLI, Maxime ; Broihanne, Marie-Hélène.
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49. Estimating Bank Trading Risk: A Factor Model Approach. (2005). Berkowitz, Jeremy ; O'Brien, James.
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50. Risk Management with Benchmarking. (2005). Basak, Suleyman ; Tepla, Lucie ; Shapiro, Alex.
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