1. On the coherence of expected shortfall;C Acerbi;J. of Banking and Finance,2002
2. Coherent Measures of Risk
3. International Convergence of Capital Measurement and Capital Standards: A Revised Framework, Basel Committee on Banking Supervision;BIS,2005
4. Bounds for Functions of Multivariate Risks;P Embrechts;J. of Multivariate Analysis,2006