Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria (Q2831428)
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scientific article; zbMATH DE number 6650385
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| English | Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria |
scientific article; zbMATH DE number 6650385 |
Statements
10 November 2016
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multicriteria Markowitz problem
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Boolean investment problem
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stability radius bound
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efficiency of investment project
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Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria (English)
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0.9303469657897948
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0.9239454865455629
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0.9174367785453796
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