1. Principles for Sound Stress Testing and Supervision -Consultative Paper;of International Settlements (BIS),2009
2. Global Portfolio Optimization;Black;Financial Analysts Journal,1992
3. Incorporating Estimation Errors into Portfolio Selection: Robust Efficient Frontiers;J-P Bouchaud;Theory of Financial Risk -From Statistical Physics to Risk Management,1984
4. Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy
5. Financial Markets and the State: Long Swings, Risk and the Scope of Regulation;R El-Erian M A, ; Frydman;The Economic Crisis and the State of Economics, Skidelski and Wigstroem,1961