1. Mean‐ρ$\rho$ portfolio selection and ρ$\rho$‐arbitrage for coherent risk measures. (2022). Khan, Nazem ; Herdegen, Martin.
   In: Mathematical Finance.
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2. Mean-$\rho$ portfolio selection and $\rho$-arbitrage for coherent risk measures. (2021). Khan, Nazem ; Herdegen, Martin.
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3. Diversification and portfolio theory: a review. (2020). Koumou, Nettey Boevi Gilles.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6.

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4. Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures. (2020). Kursten, Wolfgang ; Rischau, Robert ; Brandtner, Mario.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:285:y:2020:i:3:p:1114-1126.

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5. Spektrale Risikomaße: Konzeption, betriebswirtschaftliche Anwendungen und Fallstricke. (2016). Brandtner, Mario.
   In: Management Review Quarterly.
   RePEc:spr:manrev:v:66:y:2016:i:2:d:10.1007_s11301-015-0116-1.

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6. Multi-objective portfolio optimization considering the dependence structure of asset returns. (2015). Babaei, Sadra ; Sepehri, Mohammad Mehdi.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:244:y:2015:i:2:p:525-539.

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7. 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.
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8. VaR limits for pension funds: an evaluation. (2012). Chumacero, Romulo ; Berstein, Solange.
   In: Quantitative Finance.
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9. Asymptotic distribution of law-invariant risk functionals. (2010). Wozabal, Nancy ; Pflug, Georg.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:14:y:2010:i:3:p:397-418.

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10. VaR Limits for Pension Funds: An Evaluation. (2010). Chumacero, Romulo ; Berstein, Solange.
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11. Uniform limit theorems for functions of order statistics. (2009). Wozabal, Nancy.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:79:y:2009:i:12:p:1450-1455.

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12. Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space. (2008). Reveiz, Alejandro ; León, Carlos.
    In: Borradores de Economia.
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13. Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space. (2008). Reveiz, Alejandro ; León, Carlos.
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14. Portfolio construction incorporating asymmetric dependence structures: a users guide. (2007). Alcock, Jamie ; Hatherley, Anthony.
    In: Accounting and Finance.
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15. The Hidden Risks of Optimizing Bond Portfolios under VaR. (2004). Winker, Peter ; Maringer, Dietmar.
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16. The ?-Beauty Contest: Choosing Numbers, Thinking Intervals. (). De Giorgi, Enrico ; Reimann, Stefan.
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17. Direct Democracy: Designing a Living Constitution. (). Stutzer, Alois ; Frey, Bruno.
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18. Reward-Risk Portfolio Selection and Stochastic Dominance. (). De Giorgi, Enrico.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:121.

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1. A representation of risk measures. (2016). amarante, massimiliano.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:39:y:2016:i:1:d:10.1007_s10203-016-0170-8.

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2. Frontiers in VaR forecasting and backtesting. (2016). Ruiz, Esther ; Nieto, Maria Rosa.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:32:y:2016:i:2:p:475-501.

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3. The Temporal Dimension of Risk. (2016). Mahmoud, Ola.
   In: Papers.
   RePEc:arx:papers:1501.01573.

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4. Drawdown: From Practice to Theory and Back Again. (2016). Mahmoud, Ola ; Goldberg, Lisa R..
   In: Papers.
   RePEc:arx:papers:1404.7493.

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5. RAROC-Based Contingent Claim Valuation. (2015). Ming, Wayne King.
   In: PhD Thesis.
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6. Riesgo sistémico en el sistema financiero peruano. (2015). Castro, Cesar D.
   In: Revista Estudios Económicos.
   RePEc:rbp:esteco:ree-29-05.

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7. Asset Allocation Strategies Based On Penalized Quantile Regression. (2015). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni.
   In: Marco Fanno Working Papers.
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8. lCARE – localizing Conditional AutoRegressive Expectiles. (2015). Mihoci, Andrija ; Härdle, Wolfgang ; Xu, Xiu ; Hardle, Wolfgang Karl.
   In: SFB 649 Discussion Papers.
   RePEc:hum:wpaper:sfb649dp2015-052.

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9. Portfolio optimization under expected shortfall: contour maps of estimation error. (2015). Kondor, Imre ; Papp, Gabor ; Caccioli, Fabio.
   In: LSE Research Online Documents on Economics.
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10. Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error. (2015). Kondor, Imre ; Papp, G'Abor ; Caccioli, Fabio.
    In: Papers.
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11. Asset Allocation Strategies Based on Penalized Quantile Regression. (2015). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni.
    In: Papers.
    RePEc:arx:papers:1507.00250.

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12. On the Optimal Wealth Process in a Log-normal Market: Applications to Risk Management. (2014). Zariphopoulou, Thaleia ; Monin, Philip .
    In: Staff Discussion Papers.
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13. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:75-94.

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14. A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock–bond portfolios. (2014). Chen, Xiangjin B. ; Silvapulle, Param.
    In: Economic Modelling.
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15. Wpływ reasekuracji i retrocesji na własności składek. (2013). Antoniak, Wojciech .
    In: Collegium of Economic Analysis Annals.
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16. An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality. (2013). Pinelis, Iosif.
    In: MPRA Paper.
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17. Non-parametric Estimation of Operational Risk and Expected Shortfall. (2013). Silvapulle, Param ; Tursunalieva, Ainura.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2013-23.

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18. An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality. (2013). Pinelis, Iosif.
    In: Papers.
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19. THE ROLE OF VALUE AT RISK IN THE MANAGEMENT OF ASSET AND LIABILITIES. (2012). Petria, Nicolae ; Daniela, Zapodeanu ; Nicolae, Petria ; Mihai, Cociuba .
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:1:y:2012:i:2:p:635-640.

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20. Portfolio revision under mean-variance and mean-CVaR with transaction costs. (2012). Fabozzi, Frank ; Chen, Andrew ; Huang, Dashan.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:39:y:2012:i:4:p:509-526.

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21. Cubrir o no Cubrir: ¿Ese es el Dilema?. (2012). Alfaro, Rodrigo ; Goldberger, Natan.
    In: Working Papers Central Bank of Chile.
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22. A hierarchical model of tail dependent asset returns for assessing portfolio credit risk. (2011). Tente, Natalia ; Puzanova, Natalia.
    In: Discussion Paper Series 2: Banking and Financial Studies.
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23. Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements. (2011). cotter, john ; Dowd, Kevin.
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24. Rates of almost sure convergence of plug-in estimates for distortion risk measures. (2011). Zahle, Henryk.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
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25. Multiobjective evolutionary algorithms for complex portfolio optimization problems. (2011). Anagnostopoulos, Konstantinos ; Mamanis, Georgios.
    In: Computational Management Science.
    RePEc:spr:comgts:v:8:y:2011:i:3:p:259-279.

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26. Diversifying market and default risk in high grade sovereign bond portfolios. (2011). Rustaman, Vidhya ; Brennan, Myles ; Kobor, Adam.
    In: BIS Papers chapters.
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27. Hedging strategies with a put option and their failure rates. (2011). Xing, Wenting ; Xu, Jing ; Huang, Guanghui.
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28. On the Conditional Value-at-Risk probability-dependent utility function. (2010). Street, Alexandre.
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29. Bootstrap prediction intervals for VaR and ES in the context of GARCH models. (2010). Ruiz, Esther ; Nieto, Maria Rosa.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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30. Solvency Measures for Insurance Companies : Is There a Room for Improvement?. (2009). Gurenko, Eugene N. ; Itigin, Alexander .
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31. Quantile Cointegrating Regression. (2009). Xiao, Zhijie.
    In: Boston College Working Papers in Economics.
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32. On the complexity of optimization over the standard simplex. (2008). Den Hertog, Dick ; Elabwabi, G. ; de Klerk, E..
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    RePEc:eee:ejores:v:191:y:2008:i:3:p:773-785.

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33. Measuring financial risk : comparison of alternative procedures to estimate VaR and ES. (2008). Ruiz, Esther ; Nieto, Maria Rosa.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws087326.

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34. Measuring concentration risk for regulatory purposes. (2007). Gurtler, Marc ; Vohringer, Clemens ; Hibbeln, Martin.
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35. Managerial Risk Accounting and Control – A German perspective. (2007). Winter, Peter.
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36. Extreme risk in Asian equity markets. (2007). cotter, john.
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37. Third Moment of Yield Probability Distributions for Instruments on Slovenian Financial Markets. (2006). Grum, Andraž ; Devjak, Sreko.
    In: Prague Economic Papers.
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38. Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements. (2006). Dowd, Kevin ; cotter, john.
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39. Testing for Mean-Coherent Regular Risk Spanning. (2005). Melenberg, Bertrand ; Polbennikov, S. Y..
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40. Methodology of measuring performance in alternative investment. (2005). Nagot, Isabelle ; Bonnet, Alexis .
    In: Cahiers de la Maison des Sciences Economiques.
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41. Subadditivity re–examined: the case for value-at-risk. (2005). Jørgensen, Bjørn ; de Vries, Casper ; Danielsson, Jon ; Mandira, Sarma ; Samorodnitsky, Gennady.
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42. MEDIDAS DE RIESGO, CARACTERISTICAS Y TÃCNICAS DE MEDICIÃN: UNA APLICACIÃN DEL VAR Y EL ES A LA TASA INTERBANCARIA DE COLOMBIA. (2005). Melo-Velandia, Luis ; Becerra, Oscar ; oscar Reinaldo Becerra Camargo, .
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43. New Directions in Development Economics: Theory or Empirics? - Is There Too Little Theory in Development Economics?. (2005). Mookherjee, Dilip.
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44. Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia. (2005). Melo-Velandia, Luis ; Becerra, Oscar ; oscar Reinaldo Becerra Camargo, .
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45. Calculating credit risk capital charges with the one-factor model. (2005). Tasche, Dirk ; Emmer, Susanne.
    In: Papers.
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46. Spectral measures of risk: A coherent representation of subjective risk aversion. (2002). Acerbi, Carlo.
    In: Journal of Banking & Finance.
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47. Portfolio Optimization with Spectral Measures of Risk. (2002). Acerbi, Carlo ; Prospero, Simonetti ; Carlo, Acerbi .
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48. Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem. (2001). Acerbi, Carlo.
    In: Papers.
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49. A Note on Portfolio Selection under Various Risk Measures. (). De Giorgi, Enrico.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:122.

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50. Reward-Risk Portfolio Selection and Stochastic Dominance. (). De Giorgi, Enrico.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:121.

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