P. Artzner, F. Delbaen, J. M. Eber, and D. Heath, Coherent Measures of Risk, Mathematical Finance, vol.9, issue.3, pp.203-228, 1999.
DOI : 10.1111/1467-9965.00068

F. Delbaen, Coherent risk measures, Lecture Notes of Scuola Normale Pisa, 2003.

F. Delbaen, private communication referring to a forthcoming paper " Coherent risk measures, 2005.

I. Ekeland and R. Temam, Analyse Convexe etProbì emes Variationnels, 1974.

M. Fabian, V. Habala, J. Montesinos, V. Pelant, and . Zizler, Functional Analysis and Infinite Dimensional Geometry, 2001.
DOI : 10.1007/978-1-4757-3480-5

V. P. Fonf, J. Lindenstrauss, and R. R. Phelps, Infinite Dimensional Convexity, pp.599-670, 2001.
DOI : 10.1016/S1874-5849(01)80017-6

G. Godefroy, Boundaries of a convex set and interpolation sets, Mathematische Annalen, vol.110, issue.2, pp.173-184, 1987.
DOI : 10.1007/BF01457357

E. Jouini, W. Schachermayer, and N. Touzi, OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS, Mathematical Finance, vol.3, issue.2, 2005.
DOI : 10.1126/science.289.5485.1773

URL : https://hal.archives-ouvertes.fr/halshs-00176606

E. Jouini and C. Napp, Conditional comonotonicity. Decisions in Economics and Finance, 2004.
URL : https://hal.archives-ouvertes.fr/halshs-00151516

S. Kusuoka, On law invariant coherent risk measures, Advances in Mathematical Economics, vol.3, pp.83-95, 2001.
DOI : 10.1007/978-4-431-67891-5_4

R. R. Phelps, Convex functions, monotone operators and differentiability, Lecture Notes in Mathematics, vol.1364, 1993.
DOI : 10.1007/978-3-662-21569-2

R. T. Rockafellar, Convex Analysis, Princeton Landmarks in Mathematics, 1997.
DOI : 10.1515/9781400873173

S. Simons, A convergence theorem with boundary, Pacific Journal of Mathematics, vol.40, issue.3, pp.703-708, 1972.
DOI : 10.2140/pjm.1972.40.703