@article{continuoustimemeanvarianceportfolio2,
  title = {Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients},
  author = {Shaolin Ji and Hanqing Jin and Xiaomin Shi},
  year = {2017},
  eprint = {1705.06141},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1705.06141v3},
}