A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures
Author:
Yang Liu, ,Tong Xiaojiao,Xiong Yao,Shen Feifei,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management