no. 3
Continuous-time mean-risk portfolio selection
Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 559-580 
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     title = {Continuous-time mean-risk portfolio selection},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {559--580},
     year = {2005},
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     zbl = {02191867},
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     url = {https://www.numdam.org/articles/10.1016/j.anihpb.2004.09.009/}
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Jin, Hanqing; Yan, Jia-An; Zhou, Xun Yu. Continuous-time mean-risk portfolio selection. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 559-580. doi: 10.1016/j.anihpb.2004.09.009

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