1. On the coherence of expected shortfall;Acerbi;J. Bank. Financ.,2002
2. Basel Committee on Banking Supervision (2014, June 10). Consultative Document. Fundamental Review of the Trading Book: A Revised Market Risk Framework. Available online: http://www.bis.org/publ/bcbs265.pdf.
3. Coherent measures of risk;Artzner;Math. Financ.,1999
4. On The Validity of Value-at-Risk: Comparative Analysis with Expected Shortfall;Yamai;Monet. Econ. Stud.,2002
5. Spectral measures of risk: A coherent representation of subjective risk aversion;Acerbi;J. Bank Financ.,2002