Markowitz investment Boolean problem in case of uncertainty, multicriteria and risk

Lower and upper bounds are obtained for the stability radius of a Pareto optimal portfolio of multicriteria variant of Markowitz problem with Savage minimax risk criteria in the case of any Hölder metric $l_p$, $1\leq p\leq\infty$, in the portfolio space and Chebyshev metric in the risk and market state spaces.