@article{AIHPB_2005__41_3_559_0,
     author = {Jin, Hanqing and Yan, Jia-An and Zhou, Xun Yu},
     title = {Continuous-time mean-risk portfolio selection},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {559--580},
     publisher = {Elsevier},
     volume = {41},
     number = {3},
     year = {2005},
     doi = {10.1016/j.anihpb.2004.09.009},
     zbl = {02191867},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1016/j.anihpb.2004.09.009/}
}