@article{worstcaseexpectedshortfallwithunivariate,
  title = {Worst-Case Expected Shortfall with Univariate and Bivariate Marginals},
  year = {2017},
  eprint = {1701.04167},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1701.04167v1},
}