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Q3087470 - MaRDI portal

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    Statements

    publication date
    16 August 2011
    0 references
    zbMATH Keywords
    multicriteria optimization
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    investment portfolio
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    Markowitz's problem
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    Pareto set
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    efficient portfolio
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    Savage's risk criteria
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    bottleneck criteria
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    stability radius of the problem
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    author
    Vladimir A. Emelichev
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    Vladimir Korotkov
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    Identifiers

    Mathematics Subject Classification ID
    90C29
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    90C09
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    90C31
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    90C47
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    zbMATH DE Number
    5939306
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