Investment Boolean problem with savage risk criteria under uncertainty

DOI10.1515/dma-2020-0015zbMath1447.91156OpenAlexW3035554949MaRDI QIDQ783113

Vladimir A. Emelichev, Sergei E. Bukhtoyarov

Publication date: 30 July 2020

Published in: Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dma-2020-0015

zbMATH Keywords

Hölder normrisksmulticriterialitycollectively extremal setextreme portfolioinvestment Boolean problemstability radius of the problem

Mathematics Subject Classification ID

Portfolio theory (91G10)

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