Multicriterial investment problem in conditions of uncertainty and risk

DOI10.1134/S1064230711040071zbMATH Open1276.91092OpenAlexW2059173625MaRDI QIDQ384681FDOQ384681

Authors: V. A. Emelichev, V. V. Korotkov, Kirill G. Kuzmin 

Publication date: 28 November 2013

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064230711040071

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10)

Cites Work

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• Global analysis and economics. V: Pareto theory with constraints
• Quantitative stability analysis for vector problems of 0-1 programming
• On stability of an efficient solution of a vector Boolean problem of maximisation of absolute values of linear functions

Cited In (8)

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• Title not available (Why is that?)
• Title not available (Why is that?)
• Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria
• Postoptimal analysis of bicriteria Boolean problems of selecting investment projects with Wald's and Savage's criteria
• Optimality Criteria for Investment Projects Under Uncertainty
• Investment Boolean problem with savage risk criteria under uncertainty
• Multicriteria investment problem with Savage's risk criteria: theoretical aspects of stability and case study

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