@article{distributionallyrobustportfolio,
  title = {Distributionally robust portfolio maximisation and marginal utility pricing in one period financial markets},
  author = {Jan Obloj and Johannes Wiesel},
  year = {2021},
  eprint = {2105.00935},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2105.00935v2},
}