Abstract:
The vector Boolean problem of portfolio optimization with extreme optimism criteria and Pareto optimality principle is considered. Upper and lower bounds of stability radius are given with an arbitrary Hölder metric in the space of investment projects and in the space of factors of projects economical efficiency and with the Chebyshev metric in the space of financial market states. Bibliogr. 10.
Keywords:vector investment problem, extreme optimism criteria, Pareto set, stability radius of a problem, Hölder norm, Chebyshev norm.