Linear Algorithm for Portfolio Optimization with Third-Order Stochastic Dominance
Linear Algorithm for Portfolio Optimization with Third-Order Stochastic Dominance is a scholarly work, published in 2018 in ''SSRN Electronic Journal''. The main subjects of the publication include portfolio, stock order, computer science, asset pricing, mathematical optimization, stochastic dominance, portfolio optimization, robust optimization, mathematics, and algorithm. The authors propose a novel linear approximation of expected utility.