Аннотация:
A multicriteria investment Boolean problem of minimizing lost profits with parameterized efficiency and different types of risks is formulated. The lower and upper bounds on the radius of the strong stability of efficient portfolios are obtained. Several earlier known results regarding strong stability of Pareto efficient and extreme portfolios are confirmed.
Ключевые слова и фразы:multiobjective problem, investment, Pareto set, a set of extreme solutions, strong stability, Hölder's norms.