@Misc{ EnMéNePa22, author = { Ennaji, Hamza and Mérigot, Quentin and Nenna, Luca and Pass, Brendan }, title = { Robust risk management via multi-marginal optimal transport }, journal = { }, year = { 2022 }, pages = { }, URL = { http://cvgmt.sns.it/paper/5790/ }, note = { cvgmt preprint} }