On the stability radius of an efficient solution of a multicriteria portfolio optimisation problem with the Savage criteria (Q4917365)

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scientific article; zbMATH DE number 6159345
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On the stability radius of an efficient solution of a multicriteria portfolio optimisation problem with the Savage criteria
scientific article; zbMATH DE number 6159345

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    On the stability radius of an efficient solution of a multicriteria portfolio optimisation problem with the Savage criteria (English)
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    29 April 2013
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    multicriteria portfolio optimisation problem
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    Savage criteria
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