An investment problem under multicriteriality, uncertainty and risk (Q5362928)
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scientific article; zbMATH DE number 6786030
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|---|---|---|---|
| default for all languages | No label defined |
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| English | An investment problem under multicriteriality, uncertainty and risk |
scientific article; zbMATH DE number 6786030 |
Statements
5 October 2017
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multicriteria optimization
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Savage's risk criteria
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set of Pareto optimal portfolios
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strong stability radius
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Hölder metric
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0.9311455488204956
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0.920862913131714
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0.9207915663719176
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0.9169110655784608
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