D4 Published development or research report or study

On a multicriteria investment problem with Wald's maximin criteria - stability analysis of Pareto optimal portfolio in the Hölder metric

Authors: Emelichev Vladimir, Korotkov Vladimir, Nikulin Yury

Publisher: TUCS

Publication year: 2012

Number in series: 15

Issue: 15

ISBN: 978-952-12-2764-6