A. , F. , F. Hoffmann, and B. Aronov, Minkowski-type Theorems and Least-squares Clustering, Algorithmica, vol.20, pp.61-76, 1998.

B. , J. , and A. Lewis, Convex Analysis and Nonlinear Optimization, 2006.

B. , C. , and L. R. Uschendorf, Consistent Risk Measures for Portfolio Vectors, Insur. Math. Econ, vol.38, pp.289-297, 2006.

B. , P. , N. El, and . Karoui, Inf-convolution of Risk Measures and Optimal Risk Transfer, Finance Stoch, pp.269-298, 2005.

C. , P. , and T. Li, Risk Measures on Orlicz Hearts, Math. Finance, vol.1913, issue.2, pp.189-214, 1994.

J. , E. , M. Meddeb, and N. Touzi, Vector Valued Coherent Risk Measures, Finance Stoch, vol.4, pp.531-552, 2004.
URL : https://hal.archives-ouvertes.fr/halshs-00167154

R. , S. , and L. R. Uschendorf, Mass Transportation Problems. Volume I: Theory, and Volume II: Applications, 1998.

R. Uschendorf and L. , Law Invariant Convex Risk Measures for Portfolio Vectors, Stat. Decis, vol.24, pp.97-108, 2006.

R. Uschendorf and L. , Monge?Kantorovich Transportation Problem and Optimal Couplings, Jahresbericht der DMV, vol.3, pp.113-137, 2007.

R. Uschendorf, L. , and L. Uckelmann, Numerical and Analytical Results for the Transportation Problem of Monge-Kantorovich, Metrika. Int. J. Theor. Appl. Stat, vol.51, pp.245-258, 2000.

Q. Queries and . Author, Please update reference " Galichon (forthcoming)

Q. Author, is not cited in the text. Please provide citation or else delete from the list, Borwein and Lewis, 2006.

Q. Author, is not cited in the text, Barrieu and El Karoui, 2005.

Q. Author, is not cited in the text, Frittelli and Rosazza Gianin, 2005.

Q. Author, is not cited in the text. Please provide citation or else delete from the list, 1989.

Q. Author, is not cited in the text, 1987.