Risk Preferences and Their Robust Representation. - Samuel Drapeau; Michael Kupper (Math. Oper. Res., 2013)

Multivariate Shortfall Risk Allocation and Systemic Risk. - Yannick Armenti; Stéphane Crépey; Samuel Drapeau; Antonis Papapantoleon (SIAM J. Financial Math., 2018)