@article {MR2323191,
	title = {Robust utility maximization in a stochastic factor model},
	journal = {Statist. Decisions},
	volume = {24},
	number = {1},
	year = {2006},
	pages = {109{\textendash}125},
	issn = {0721-2631},
	doi = {10.1524/stnd.2006.24.1.109},
	author = {Hern{\'a}ndez-Hern{\'a}ndez, Daniel and Schied, Alexander}
}
