Envelopes and Geometrical Covers of Side-Payment Games and Their Market Representations. - Philippe Artzner; Claude d'Aspremont; Louis-André Gérard-Varet (Math. Oper. Res., 1986)

Coherent multiperiod risk adjusted values and Bellman's principle. - Philippe Artzner; Freddy Delbaen; Jean-Marc Eber; David Heath; Hyejin Ku (Ann. Oper. Res., 2007)