The MSDN lists supported HTML in SSRS, quoting that article:
• Hyperlinks:
<A HREF>• Fonts:
<FONT>• Header, style and block elements:
<H{n}>,<DIV>,<SPAN>,<P>,<DIV>,<LI>,<HN>• Text format:
<B>,<I>,<U>,<S>• List handling:
<OL>,<UL>,<LI>
Only the href attribute on a tag is supported. That means target attribute will be ignored.
To set hyperlink to open in new window in Reportviewer, you must set the “HyperlinkTarget” property of Reportviewer to -> HyperlinkTarget="_blank"
