scientific article; zbMATH DE number 7310183

zbMath1499.91115MaRDI QIDQ5150548

Vladimir A. Emelichev, Vladimir Korotkov

Publication date: 15 February 2021

Full work available at URL: http://mathnet.ru/eng/pdm385

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

zbMATH Keywords

Hölder metricWald's efficiency criteriavector investment problemPareto-optimal investment portfoliostability radius of portfolio

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

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Cites Work

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• Portfolio decision analysis. Improved methods for resource allocation.
• Quantitative stability analysis for vector problems of 0-1 programming
• Stability radius of an efficient solution of a vector problem of integer linear programming in the Hölder metric
• Finite cooperative games: parametrisation of the concept of equilibrium (from Pareto to Nash) and stability of the efficient situation in the Hölder metric

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