Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria
type: Item
instance of: scholarly article
title: Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria
zbMATH Open document ID: 1390.91281
author: V. V. Korotkov
author: V. A. Emelichev
author: Yury Nikulin
published in: Computer Science Journal of Moldova
publication date: 2018-07-03T00:00:00Z
full work available at URL: http://www.math.md/publications/csjm/issues/v25-n3/12515/
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6898232
zbMATH Keywords: multicriteria problem
zbMATH Keywords: Pareto-optimal portfolio
zbMATH Keywords: Savage's risk criteria
zbMATH Keywords: stability radius
zbMATH Keywords: Hölder's norms
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6898232