Stability analysis of Pareto optimal portfolio of multicriteria investment maximin problem in the Hölder metric (Q2874213)
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scientific article; zbMATH DE number 6251559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability analysis of Pareto optimal portfolio of multicriteria investment maximin problem in the Hölder metric |
scientific article; zbMATH DE number 6251559 |
Statements
29 January 2014
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multicriteria optimization
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investment portfolio
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Wald's maximin effciency criteria
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Pareto-optimal portfolio
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stability radius
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Stability analysis of Pareto optimal portfolio of multicriteria investment maximin problem in the Hölder metric (English)
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