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scientific article; zbMATH DE number 7310209
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scientific article; zbMATH DE number 7310209

    Statements

    author
    R. P. Shatsov
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    Vladimir A. Emelichev
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    publication date
    15 February 2021
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    zbMATH Keywords
    multicriteria investment problem
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    Pareto optimal portfolio
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    savage risk criteria
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    stability radius of portfolio
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    Hölder metric
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    Identifiers

    zbMATH DE Number
    7310209
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