@article{functionalconstrainedoptimizationforrisk,
  title = {Functional Constrained Optimization for Risk Aversion and Sparsity Control},
  author = {Yi Cheng and Guanghui Lan and H. Edwin Romeijn},
  year = {2022},
  eprint = {2210.05108},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2210.05108v1},
}