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Trudy Instituta Matematiki, 2012, Volume 20, Number 1, Pages 33–41 (Mi timb160)  
This article is cited in 1 scientific paper (total in 1 paper)

Stability of lexicographical investment problem with Wald's maximin criteria

V. A. Emelichev, V. V. Korotkov

Belarusian State University, Faculty of Mathematics and Mechanics
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Abstract: Lower and upper attainable bounds for stability radius of Markowitz's multicriterial Boolean portfolio optimization problem with Wald's maximin criterion and lexicographical principle of optimality are obtained.
Received: 26.12.2011
Document Type: Article
UDC: 519.8
Language: Russian
Citation: V. A. Emelichev, V. V. Korotkov, “Stability of lexicographical investment problem with Wald's maximin criteria”, Tr. Inst. Mat., 20:1 (2012), 33–41
Citation in format AMSBIB
\Bibitem{EmeKor12}
\by V.~A.~Emelichev, V.~V.~Korotkov
\paper Stability of lexicographical investment problem with Wald's maximin criteria
\jour Tr. Inst. Mat.
\yr 2012
\vol 20
\issue 1
\pages 33--41
\mathnet{http://mi.mathnet.ru/timb160}
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  • https://www.mathnet.ru/eng/timb/v20/i1/p33
    • This publication is cited in the following 1 articles:
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