@article{worstcaseoptimalinvestmentinincomplete,
  title = {Worst-Case Optimal Investment in Incomplete Markets},
  author = {Sascha Desmettre and Sebastian Merkel and Annalena Mickel and Alexander Steinicke},
  year = {2023},
  eprint = {2311.10021},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2311.10021v2},
}