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zbMath1242.90105MaRDI QIDQ3008998

Vladimir Korotkov, Kirill G. Kuzmin, Vladimir A. Emelichev

Publication date: 23 June 2011

Full work available at URL: http://www.math.md/publications/basm/issues/y2010-n3/10369/

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stability radius portfolio optimization Pareto-optimal portfolio Savage's minimax risk criteria

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Boolean programming (90C09)

Related Items (3)

Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria ⋮ Multicriteria investment problem with Savage's risk criteria: theoretical aspects of stability and case study ⋮ Unnamed Item

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