Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria (Q1650398)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria |
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Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria (English)
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3 July 2018
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multicriteria problem
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Pareto-optimal portfolio
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Savage's risk criteria
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stability radius
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Hölder's norms
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