Multicriterial investment problem in conditions of uncertainty and risk

DOI10.1134/S1064230711040071zbMath1276.91092OpenAlexW2059173625MaRDI QIDQ384681

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

Publication date: 28 November 2013

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064230711040071

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10)

Related Items (4)

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 ⋮ Postoptimal analysis of bicriteria Boolean problems of selecting investment projects with Wald's and Savage's criteria ⋮ Investment Boolean problem with savage risk criteria under uncertainty

Cites Work

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• Global analysis and economics. V: Pareto theory with constraints
• Quantitative stability analysis for vector problems of 0-1 programming
• On stability of an efficient solution of a vector Boolean problem of maximisation of absolute values of linear functions

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