Central limit theorems for law-invariant coherent risk measures. Belomestny, D. & Krätschmer, V. J. Appl. Probab., 49(1):1–21, 2012.
Central limit theorems for law-invariant coherent risk measures [link]Paper  doi  bibtex   
@article {MR2952879,
    AUTHOR = {Belomestny, Denis and Kr\"{a}tschmer, Volker},
     TITLE = {Central limit theorems for law-invariant coherent risk
              measures},
   JOURNAL = {J. Appl. Probab.},
  FJOURNAL = {Journal of Applied Probability},
    VOLUME = {49},
      YEAR = {2012},
    NUMBER = {1},
     PAGES = {1--21},
      ISSN = {0021-9002},
   MRCLASS = {60F05 (60F17 62F12 91B30)},
  MRNUMBER = {2952879},
       DOI = {10.1239/jap/1331216831},
       URL = {https://doi.org/10.1239/jap/1331216831},
}

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