@article{portfoliooptimizationunderlocalstochasti,
  title = {Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations & Implied Sharpe Ratio},
  year = {2015},
  eprint = {1506.06180},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1506.06180v1},
}