These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the B41 classification. (sorted by date)
Allen, David Edmund, Robert John Powell, Abhay Kumar Singh, "Beyond Reasonable Doubt: Multiple tail risk measures applied to European industries", Applied Economics Letters, Vol. 19, No. 7, (2012), pp. 671-676.
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