scientific article; zbMATH DE number 6460029
From MaRDI portal
Publication:5263794
zbMATH Open1324.91051MaRDI QIDQ5263794FDOQ5263794
V. V. Korotkov, V. A. Emelichev
Publication date: 17 July 2015
Full work available at URL: http://mathnet.ru/eng/da709
Title of this publication is not available (Why is that?)
stabilityportfolio efficiencystability radiusmulticriteria investment problemPareto optimal investment portfolioWald maximin criteria
Cited In (5)
- Comparison of three approaches to studying stability of solutions to problems of discrete optimization and computational geometry
- On the stability measure of solutions to a vector version of an investment problem
- On stability of a vector Boolean investment problem with Wald’s criteria
- Title not available (Why is that?)
- Title not available (Why is that?)
Recommendations
- Stability analysis of Pareto optimal portfolio of multicriteria investment maximin problem in the Hölder metric 👍 👎
- Title not available (Why is that?) 👍 👎
- On stability of Pareto-optimal solution of portfolio optimization problem with Savage's minimax risk criteria 👍 👎
- Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria 👍 👎
- On stability radius of the multicriteria variant of Markowitz's investment portfolio problem 👍 👎
- On stability of multicriteria investment Boolean problem with Wald's efficiency criteria 👍 👎
- Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria 👍 👎
- Title not available (Why is that?) 👍 👎
- On the stability radius of an efficient solution of a multicriteria portfolio optimisation problem with the Savage criteria 👍 👎
- Title not available (Why is that?) 👍 👎
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5263794)
