On Extending the LP Computable Risk Measures to Account Downside Risk. - Adam Krzemienowski; Wlodzimierz Ogryczak (Comput. Optim. Appl., 2005)

Risk preference modeling with conditional average: an application to portfolio optimization. - Adam Krzemienowski (Ann. Oper. Res., 2009)

Portfolio optimization with a copula-based extension of conditional value-at-risk. - Adam Krzemienowski; Sylwia Szymczyk (Ann. Oper. Res., 2016)