Stability radius of a vector investment problem with Savage's minimax risk criteria (Q466377)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability radius of a vector investment problem with Savage's minimax risk criteria |
scientific article |
Statements
Stability radius of a vector investment problem with Savage's minimax risk criteria (English)
0 references
27 October 2014
0 references
vector Boolean problem
0 references
investment problem
0 references
Pareto set
0 references
efficient portfolio
0 references
Savage's minimax risk criterion
0 references
bottleneck criterion
0 references
stability radius
0 references
0 references
0 references
