@article{uniformpessimisticriskandoptimal,
  title = {Uniform Pessimistic Risk and its Optimal Portfolio},
  author = {Sungchul Hong and Jong-June Jeon},
  year = {2023},
  eprint = {2303.07158},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2303.07158v3},
}