@article{GeisselGrafHerbingeretal.2022,
  author    = {Sebastian Geissel and Holger Graf and Julia Herbinger and Frank T. Seifried},
  title     = {Portfolio optimization with optimal expected utility risk measures},
  journal   = {Annals of Operations Research},
  volume    = {309},
  number    = {1},
  pages     = {59 -- 77},
  doi       = {10.1007/s10479-021-04403-7},
  year      = {2022},
}