On a multicriteria investment problem with Wald's maximin criteria - stability analysis of Pareto optimal portfolio in the Hölder metric
: Emelichev Vladimir, Korotkov Vladimir, Nikulin Yury
Publisher: TUCS
: 2012
: 15
: 15
: 978-952-12-2764-6
On a multicriteria investment problem with Wald's maximin criteria - stability analysis of Pareto optimal portfolio in the Hölder metric
: Emelichev Vladimir, Korotkov Vladimir, Nikulin Yury
Publisher: TUCS
: 2012
: 15
: 15
: 978-952-12-2764-6