Geodesic
Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 1 (2015), pp. 13-19

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The lower and upper bounds on the stability radius are obtained in multicriteria Boolean Markowitz investment problem with criteria of extreme optimism (MAXMAX) about portfolio return in the case when portfolio and financial market states spaces are endowed with Hölder metric, and criteria space of economical efficiency of investment projects is endowed with Chebyshev metric. 
@article{BASM_2015_1_a1,
     author = {Vladimir Emelichev and Olga Karelkina},
     title = {Stability radius bounds in multicriteria {Markowitz} portfolio problem with venturesome investor criteria},
     journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
     pages = {13--19},
     publisher = {mathdoc},
     number = {1},
     year = {2015},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/BASM_2015_1_a1/}
}
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Vladimir Emelichev; Olga Karelkina. Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 1 (2015), pp. 13-19. http://geodesic.mathdoc.fr/item/BASM_2015_1_a1/