On stability of multicriteria investment Boolean problem with Wald's efficiency criteria (Q5496505)
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scientific article; zbMATH DE number 6393859
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| English | On stability of multicriteria investment Boolean problem with Wald's efficiency criteria |
scientific article; zbMATH DE number 6393859 |
Statements
2 February 2015
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multicriteria optimization
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investment portfolio
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Wald's maximin efficient criteria
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Pareto-optimal portfolio
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stability radius
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0.9403427243232728
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0.9070531129837036
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0.8978100419044495
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0.895361602306366
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