@article {MR2071428,
	title = {On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals},
	journal = {Ann. Appl. Probab.},
	volume = {14},
	number = {3},
	year = {2004},
	pages = {1398{\textendash}1423},
	issn = {1050-5164},
	doi = {10.1214/105051604000000341},
	author = {Schied, Alexander}
}
