P. Artzner, F. Delbaen, J.-M. Eber and D. Heath, Coherent measures of risk. Mathematical Finance, 9:203-227, 1999. [OpenAIRE]
 E. O. Thorp and S. T. Kassouf, Beat the Market. Random House, New York, 1967.
 J. L. Treynor, Toward a theory of market value of risky assets. Unpublished manuscript 1962. A nal version was published in 1999, in Asset Pricing and Portfolio Performance: Models, Strategy and Performance Metrics. Robert A. Korajczyk (editor) London: Risk Books, pp. 1522.
 J. Tobin, Liquidity preference as behavior towards risk. The Review of Economic Studies, 26:65-86, 1958. [OpenAIRE]
 R. Vince, The New Money Management: A Framework for Asset Allocation. John Wiley and Sons, New York, 1995.