Investigation of the solution stability of vector investment Boolean problem in the case of Hölder metric in a criteria space

The stability of a Pareto-optimal portfolio in the multicriteria discrete variant of Markowitz's investment problem with the Wald's maximin efficiency criteria is analysed. The lower and upper bounds for the stability radius of such a portfolio are obtained in the case of the Hölder metric $l_p$, $1\leq p\leq\infty$, in the criteria space of the problem parameters.