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Diskretnyi Analiz i Issledovanie Operatsii, 2012, Volume 19, Issue 6, Pages 23–36 (Mi da709)  
This article is cited in 4 scientific papers (total in 4 papers)

Stability analysis of Pareto optimal portfolio of multicriteria investment problem with Wald's maximin criteria

V. A. Emelichev, V. V. Korotkov

Belarusian State University, Minsk, Belarus
Full-text PDF (285 kB) Citations (4)
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Abstract: Lower and upper attainable bounds for the stability radius of a Pareto optimal portfolio of the multicriteria investment problem with Wald's maximin efficient criteria are obtained in the case with the linear norm $l_1$ in every space of the problem parameters. Bibliogr. 14.
Keywords: multicriteria investment problem, Pareto optimal investment portfolio, portfolio efficiency, Wald's maximin criteria, stability radius, stability.
Received: 13.01.2012
Revised: 11.02.2012
Bibliographic databases:
Document Type: Article
UDC: 519.8
Language: Russian
Citation: V. A. Emelichev, V. V. Korotkov, “Stability analysis of Pareto optimal portfolio of multicriteria investment problem with Wald's maximin criteria”, Diskretn. Anal. Issled. Oper., 19:6 (2012), 23–36
Citation in format AMSBIB
\Bibitem{EmeKor12}
\by V.~A.~Emelichev, V.~V.~Korotkov
\paper Stability analysis of Pareto optimal portfolio of multicriteria investment problem with Wald's maximin criteria
\jour Diskretn. Anal. Issled. Oper.
\yr 2012
\vol 19
\issue 6
\pages 23--36
\mathnet{http://mi.mathnet.ru/da709}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3076911}
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Дискретный анализ и исследование операций
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