@article{publication-18271, author={Baes, Michel and Munari, Cosimo}, doi={10.1007/s00186-019-00681-x}, issn={1432-2994}, journal={Mathematical Methods of Operations Research}, number=1, pages={5-23}, publisher={Springer}, title={A continuous selection for optimal portfolios under convex risk measures does not always exist}, volume=91, year=2020, }