A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257)
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| Language | Label | Description | Also known as |
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| English | A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures |
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A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (English)
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18 June 2020
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portfolio choice model
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second-order stochastic dominance (SSD)
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sample average approximation (SAA)
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linear programming (LP)
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smoothing function
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