1. C. D. Aliprantis, D. J. Brown, O. Burkinshaw, Existence and Optimality of Competitive Equilibrium, 1990, Springer-Verlag.
2. C. D. Aliprantis, D. J. Brown, J. Werner, Incomplete Derivative Markets and Portfolio Insurance, Cowles Foundation Discussion Paper 1126R, Cowles Foundation, (1997) 1–13.
3. Minimum-cost portfolio insurance;Aliprantis;J. Econ. Dyn. Control,2000
4. P. Henrotte, Existence and Optimality of Equilibria in Markets with Tradable Derivative Securities, Technical report No.48, Stanford Institute for Theoretical Economics (1992) 1–39.
5. Computational methods in portfolio insurance;Katsikis;Appl. Math. Comput.,2007