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Diskretnyi Analiz i Issledovanie Operatsii, 2015, Volume 22, Issue 2, Pages 5–16
DOI: https://doi.org/10.17377/daio.2015.22.467 (Mi da809) 		 
This article is cited in 6 scientific papers (total in 6 papers)

On stability of solutions of a vector variant of one investment problem

S. E. Bukhtoyarov, V. A. Emelichev

1Belarusian State University, 4 Nezavisimosti Ave., 220030 Minsk, Belarus
Full-text PDF (282 kB) Citations (6)
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DOI: https://doi.org/10.17377/daio.2015.22.467
Abstract: The vector Boolean problem of portfolio optimization with extreme optimism criteria and Pareto optimality principle is considered. Upper and lower bounds of stability radius are given with an arbitrary Hölder metric in the space of investment projects and in the space of factors of projects economical efficiency and with the Chebyshev metric in the space of financial market states. Bibliogr. 10.
Keywords: vector investment problem, extreme optimism criteria, Pareto set, stability radius of a problem, Hölder norm, Chebyshev norm.
Received: 15.11.2014
English version:
Journal of Applied and Industrial Mathematics, 2015, Volume 9, Issue 3, Pages 328–334
DOI: https://doi.org/10.1134/S1990478915030047
Bibliographic databases:
Document Type: Article
UDC: 519.17
Language: Russian
Citation: S. E. Bukhtoyarov, V. A. Emelichev, “On stability of solutions of a vector variant of one investment problem”, Diskretn. Anal. Issled. Oper., 22:2 (2015), 5–16; J. Appl. Industr. Math., 9:3 (2015), 328–334
Citation in format AMSBIB
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\paper On stability of solutions of a~vector variant of one investment problem
\jour Diskretn. Anal. Issled. Oper.
\yr 2015
\vol 22
\issue 2
\pages 5--16
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\crossref{https://doi.org/10.17377/daio.2015.22.467}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3444474}
\elib{https://elibrary.ru/item.asp?id=23134003}
\transl
\jour J. Appl. Industr. Math.
\yr 2015
\vol 9
\issue 3
\pages 328--334
\crossref{https://doi.org/10.1134/S1990478915030047}
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    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Дискретный анализ и исследование операций
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