Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches. - Gino Favero (Math. Methods Oper. Res., 2001)

A robustness result for stochastic control. - Gino Favero; Wolfgang J. Runggaldier (Syst. Control. Lett., 2002)

Shortfall risk minimising strategies in the binomial model: characterisation and convergence. - Gino Favero; Tiziano Vargiolu (Math. Methods Oper. Res., 2006)

From Benchmarks to Generalised Expectations. - Erio Castagnoli; Gino Favero (Preferences and Decisions, 2010)