@article {MR2236457,
	title = {Duality theory for optimal investments under model uncertainty},
	journal = {Statist. Decisions},
	volume = {23},
	number = {3},
	year = {2005},
	pages = {199{\textendash}217},
	issn = {0721-2631},
	doi = {10.1524/stnd.2005.23.3.199},
	author = {Schied, Alexander and Wu, Ching-Tang}
}
