6Levy, Haim.Stochastic Dominance: Investment Decision Making under Uncertainty[ M]. Kluwer Academic Publishes, 1998.
7Quigin J. Generalized Expected Utility Theory. The Rank Dependent Model[ M]. Boston: Kluwer Academic Publishers, 1993.
8Artzner P, Delbaen F J, Eber J, M Heath D. Coherent Measures of Risk[ J]. Mathematical Finance, 1999 (July):203- 228.
9Yoshiba Toshinao, Yamai Yasuhiro. Comparative Analyses of Expected Shortfall and Value - at - Risk (2) : Expected Uility Maximization and Tail Risk[R]. Working paper, Bank of Japan, 2001.
10Dirk Tasche. Expected shortfall and beyond[J]. Journal of Banking & Finance,2002, (26).
