Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria

zbMATH Open1349.90633MaRDI QIDQ2831428

Olga Karelkina, Vladimir A. Emelichev

Publication date: 10 November 2016

Published in: Buletinul Academiei de Științe a Republicii Moldova. Matematica (Search for Journal in Brave)

Full work available at URL: http://www.math.md/publications/basm/issues/y2015-n1/11925/

zbMATH Keywords

Boolean investment problemefficiency of investment projectmulticriteria Markowitz problemstability radius bound

Mathematics Subject Classification ID

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