BibTex format
@article{Armstrong:2019:10.1016/j.jbankfin.2019.01.010,
author = {Armstrong, J and Brigo, D},
doi = {10.1016/j.jbankfin.2019.01.010},
journal = {Journal of Banking & Finance},
pages = {122--135},
title = {Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility},
url = {http://dx.doi.org/10.1016/j.jbankfin.2019.01.010},
volume = {101},
year = {2019}
}