Strong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality




Emelichev Vladimir A., Nikulin Yury V.

PublisherInstitute of Mathematics and Computer Science

2021

Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica

Buletinul Academiei de Stiinte a Republicii Moldova. Matematica

97

3

36

49

1024-7696

http://mi.mathnet.ru/eng/basm/y2021/i3/p36

https://research.utu.fi/converis/portal/detail/Publication/176111163



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.


Last updated on 2024-26-11 at 22:54