1. Range of correlation matrices for dependent Bernoulli random variables;Chaganty;Biometrika,2006
2. Devroye, L., Letac, G., 2010. Copulas in three dimensions with prescribed correlations. arXiv:1004.3146.
3. Copulas with prescribed correlation matrix;Devroye,2015
4. Bernoulli and tail-dependence compatibility;Embrechts;Ann. Appl. Probab.,2016
5. Correlation and dependence in risk management: properties and pitfalls;Embrechts,2002