@article{10_4064_am39_4_2,
     author = {Marek Andrzej Koci\'nski},
     title = {The martingale method of shortfall risk minimization in a discrete time market},
     journal = {Applicationes Mathematicae},
     pages = {413--424},
     publisher = {mathdoc},
     volume = {39},
     number = {4},
     year = {2012},
     doi = {10.4064/am39-4-2},
     zbl = {1254.91724},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am39-4-2/}
}