A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures
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Cited in
(5)- A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation
- An incremental bundle method for portfolio selection problem under second-order stochastic dominance
- A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints
- The sparse portfolio optimization with stochastic dominance and background risk and the slqpso algorithm
- A smoothing algorithm for two-stage portfolio model with second-order stochastic dominance constraints
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