@article{robustportfolioselectionunderrecovery,
  title = {Robust portfolio selection under Recovery Average Value at Risk},
  author = {Cosimo Munari and Justin Plückebaum and Stefan Weber},
  year = {2023},
  eprint = {2303.01167},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2303.01167v1},
}