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\begin{document}
\title{Optimal payoff profiles for law-invariant risk measures}
\author{Alexander Schied} \date{}
\maketitle
\begin{abstract}
  Motivated by the problem of finding a risk-minimizing hedging
  strategy, we discuss a Neyman-Pearson type problem for law-invariant
  risk measures.  Similar problems were studied by Huber and Strassen
  (1973) and by Cvitanic and Karatzas (2001), who focus on general
  existence results and the interpretation of solutions in terms of
  least favourable pairs of (probability) measures.  Here, we use
  different methods and a more specific setting in order to obtain
  more explicit formulas for solutions. Special emphasis is given to
  the class of quantile-based coherent risk measures that were
  introduced by Kusuoka (2001). We also discuss a class of risk
  measures that are derived from robust utility functionals.
\end{abstract}
\end{document}
