Before revision:  We achieve the dual representation of SDR, and we discuss issues such as its representation by a weighted ES, acceptance sets, convexity, continuity and  relationship with stochastic dominance  .
After revision:  We achieve the dual representation of SDR, and we discuss issues such as its representation by a weighted ES, acceptance sets, convexity, continuity and relationship with stochastic dominance . Illustrations with real and simulated data allow us to conclude that SDR offers greater protection in risk measurement compared with VaR and ES, especially in times of significant turbulence in riskier scenarios .