@article{Bertsimas2004, title = {Shortfall as a risk measure: properties, optimization and applications}, author = {Dimitris Bertsimas and Geoffrey J. Lauprete and Alexander Samarov}, journal = {Journal of Economic Dynamics and Control}, month = {Apr}, number = {7}, pages = {1353--1381}, url = {http://www.sciencedirect.com/science/article/B6V85-4938PJN-1/1/aee575f80f9b03e7318aca2977c2cd14}, volume = {28}, year = {2004}, biburl = {http://www.bibsonomy.org/bibtex/260cdc6e21654a46bcdd49e3a3aa109a7/smicha}, keywords = {imported } }