Before revision:  We achieve the dual representation of the SDR, and we discuss issues such as its representation by a weighted ES, acceptance sets, convexity, continuity and the relationship with stochastic dominance . Illustrations using Monte Carlo simulation and real data indicate that the SDR offers greater protection to measure risk than other measures, especially in turbulent times .
After revision:  We achieve the dual representation of the SDR, and we discuss issues such as its representation by a weighted ES, acceptance sets, convexity, continuity and the relationship with stochastic dominance .