Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria

DOI10.17535/CRORR.2015.0016zbMATH Open1357.90089OpenAlexW1512615341MaRDI QIDQ2966445FDOQ2966445

Yury Nikulin, V. A. Emelichev, V. V. Korotkov

Publication date: 7 March 2017

Published in: Croatian operational research review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17535/crorr.2015.0016

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zbMATH Keywords

Pareto setstability radiusbicriteriainvestment portfolioportfolio risk

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Boolean programming (90C09)

Cited In (6)

• Bicriteria decision making and financial equilibrium: A variational inequality perspective
• Title not available (Why is that?)
• Title not available (Why is that?)
• On stability of a vector Boolean investment problem with Wald’s criteria
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• Title not available (Why is that?)

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