1. Liquidity risk theory and coherent measures of risk;Acerbi;Quantitative Finance,2008
2. Coherent measures of risk;Artzner;Mathematical Finance,1999
3. Gain, loss, and asset pricing;Bernardo;Journal of Political Economic,2000
4. Dynamic quasi-concave performance measures;Biagini;Journal of Mathematical Economics,2014
5. The best gain-loss ratio is a poor performance measure;Biagini;SIAM Journal on Financial Mathematics,2013