On stability radius of the multicriteria variant of Markowitz's investment portfolio problem (Q3087470)
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scientific article; zbMATH DE number 5939306
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| English | On stability radius of the multicriteria variant of Markowitz's investment portfolio problem |
scientific article; zbMATH DE number 5939306 |
Statements
16 August 2011
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multicriteria optimization
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investment portfolio
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Markowitz's problem
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Pareto set
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efficient portfolio
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Savage's risk criteria
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bottleneck criteria
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stability radius of the problem
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0.951878309249878
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0.9498149752616882
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0.9363791346549988
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0.9303469657897948
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0.919480800628662
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