A1 Vertaisarvioitu alkuperäisartikkeli tieteellisessä lehdessä
Strong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality
Tekijät: Emelichev Vladimir A., Nikulin Yury V.
Kustantaja: Institute of Mathematics and Computer Science
Julkaisuvuosi: 2021
Lehti:Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
Tietokannassa oleva lehden nimiBuletinul Academiei de Stiinte a Republicii Moldova. Matematica
Vuosikerta: 97
Numero: 3
Aloitussivu: 36
Lopetussivu: 49
ISSN: 1024-7696
Verkko-osoite: http://mi.mathnet.ru/eng/basm/y2021/i3/p36
Rinnakkaistallenteen osoite: 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.
Ladattava julkaisu This is an electronic reprint of the original article. |  |
