Stability radius of a vector investment problem with Savage's minimax risk criteria (Q466377)
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scientific article; zbMATH DE number 6361650
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stability radius of a vector investment problem with Savage's minimax risk criteria |
scientific article; zbMATH DE number 6361650 |
Statements
Stability radius of a vector investment problem with Savage's minimax risk criteria (English)
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27 October 2014
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vector Boolean problem
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investment problem
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Pareto set
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efficient portfolio
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Savage's minimax risk criterion
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bottleneck criterion
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stability radius
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0.932597815990448
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0.919480800628662
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0.913249671459198
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0.8984879851341248
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0.8977446556091309
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