1Acerbi,C and Tasche D., On the Coherence of Expected Short all [J].Joumal of Banking and Finance, 2002 ,26. 被引量：1
2Basel Committee on Banking Supervision, Amendment to the Capital Accord to Incorporate Market Risks[M].Committee Report 24,Besel Committee on Banking Supervision,Basel,Switzerland, 1996. 被引量：1
3Artzner, P., Delbaen, F.,Eber, J. M. and Heath, D. Coherent Measures of Risk [J]. Mathematical Finance, 2005, 29. 被引量：1
4Pflug,G., Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk, In: Uryasev, S.(Ed.), Probabilistic Constrained Optimization: Methodology and Applications [M]. Kluwer Academic Publishers,Dordrecht,2000. 被引量：1
5Rockafellar, R.T. and Uryasev, S. Optimization of Value-at-Risk [J].Journal of Risk,2000,(2). 被引量：1
6Kahneman, D. and Tversky, A. Prospect theory: An Analysis of Decision under Risk [J].Economertrica,1979, (47). 被引量：1
4Acerbi, C. (2001): Risk aversion and coherent risk measures: a spectral representation theorem. Working Paper, AbaXBank. 被引量：1
5Acerbi, C., D. Tasche (2002) : On the coherence of expected shortfall. Journal of Banking and Finance, 27(6):pp. 1487 - 1503. 被引量：1
6Alexander, G.J. and A. M. Baptista(2003): CVaR as a Measure of Risk: Implications for portfolio Selection. Working Paper UCLA and University of Minnesota and University of Arizona, February , . http://papers. ssrn. com/sol3/papers, cfm abstract_id = 424348 被引量：1
7Andersson, F. , H. Mausser, D. Rosen and S. Uryasev(2001): Credit risk optimization with Conditional Value- at-Risk criterion. Mathematical Programming, Series B 89 , pp. 273 -- 291. 被引量：1
8Fishburn,P.C.Mean-Risk analysis with risk associated with below target returns[J].The American Economic Review,1977,67(2). 被引量：1
9Jorion,P.Value at Risk.New York:McGraw-Hill,1997:1-45. 被引量：1
10Artzner,P.,Delbaen,F.,Eber,J.M.,and Heath.D.Coherent measure of risk[J].Mathematical Finance,1999,9(3). 被引量：1
