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JOURNALS
// Proceedings of the Institute of Mathematics of the NAS of Belarus
// Archive
Tr. Inst. Mat.,
2012
Volume 20,
Number 1,
Pages
33–41
(Mi timb160)
This article is cited in
1
paper
Stability of lexicographical investment problem with Wald's maximin criteria
V. A. Emelichev
,
V. V. Korotkov
Belarusian State University, Faculty of Mathematics and Mechanics
Abstract:
Lower and upper attainable bounds for stability radius of Markowitz's multicriterial Boolean portfolio optimization problem with Wald's maximin criterion and lexicographical principle of optimality are obtained.
UDC:
519.8
Received:
26.12.2011
Fulltext:
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Steklov Math. Inst. of RAS
, 2025
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