@article {MR2263865,
	title = {Risk measures and robust optimization problems},
	journal = {Stoch. Models},
	volume = {22},
	number = {4},
	year = {2006},
	pages = {753{\textendash}831},
	issn = {1532-6349},
	doi = {10.1080/15326340600878677},
	author = {Schied, Alexander}
}
