1. Hyperlinks to some of the references set out below are accessible via http://www.nematrian.com/extremeevents.aspx
2. The analysis of observed chaotic data in physical systems;Abarbanel;Reviews of Modern Physics,1993
3. A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model;Alexander;Management Science,2004
4. International asset allocation with regime shifts;Ang;Review of Financial Studies,2002a