1. Spectral measures of risk: A coherent representation of subjective risk aversion;Acerbi;Journal of Banking and Finance,2002
2. Acerbi, C., Simonetti, P., 2002. Portfolio optimization with spectral measures of risk. Working Paper, Abaxbank. Available at: www.gloriamundi.com
3. Nonparametric estimation of state price densities implicit in financial asset prices;Aït-Sahalia;Journal of Finance,1998
4. Forecasting accuracy of implied and GARCH-based probability density functions;Anagnou-Basioudis;Review of Futures Markets,2005
5. Coherent measures of risk;Artzner;Mathematical Finance,1999