Emanuel Winternitz. Letter to Mrs. Edward Moore. February 24, 1945, identifies the instrument behind the sitter as a nineteenth-century mandolin from the Crosby Brown collection.
Emanuel Winternitz. "The Crosby Brown Collection of Musical Instruments: Its Origin and Development." Metropolitan Museum Journal 3 (1970), pp. 337–38, fig. 1, remarks that the portrait was painted in Paris around 1900.
William Hagans and Willow Hagans. Zorn in America: A Swedish Impressionist of the Gilded Age. Chicago, 2009, pp. 162, 357 n. 15, writes that it was "more than likely" painted during Zorn's second trip to Paris in 1900, noting a letter in the Zorn Museum Archives indicating that it was painted in that city.