scientific article; zbMATH DE number 7310209

zbMath1499.91116MaRDI QIDQ5150582

R. P. Shatsov, Vladimir A. Emelichev

Publication date: 15 February 2021

Full work available at URL: http://mathnet.ru/eng/pdm406

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

zbMATH Keywords

Hölder metricmulticriteria investment problemstability radius of portfolioPareto optimal portfoliosavage risk criteria

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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• Portfolio decision analysis. Improved methods for resource allocation.
• Minimax and applications
• Stability radius of an efficient solution of a vector problem of integer linear programming in the Hölder metric
• On the stability radius of an efficient solution of a multicriteria portfolio optimisation problem with the Savage criteria
• A general approach to studying the stability of a Pareto optimal solution of a vector integer linear programming problem

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