On the MSSM Higgsino mass and fine tuning
  It is often argued that low fine tuning in the MSSM necessarily requires a rather light Higgsino. In this note we show that this need not be the case when a more complete set of soft SUSY breaking mass terms are included. In particular an Higgsino mass term, that correlates the $\mu-$term contribution with the soft SUSY-breaking Higgsino masses, significantly reduces the fine tuning even for Higgsinos in the TeV mass range where its relic abundance means it can make up all the dark matter. 
Graham G. Ross, Kai Schmidt-Hoberg, Florian Staub
hep-ph