BibTex format
@article{Wong:2017:10.1137/140986256,
author = {Wong, KC and Yam, SCP and Zheng, H},
doi = {10.1137/140986256},
journal = {SIAM Journal on Control and Optimization},
pages = {1819--1861},
title = {Utility-deviation-risk portfolio selection},
url = {http://dx.doi.org/10.1137/140986256},
volume = {55},
year = {2017}
}