Geodesic
Stability analysis of Pareto optimal portfolio of multicriteria investment problem with Wald's maximin criteria
Diskretnyj analiz i issledovanie operacij, Tome 19 (2012) no. 6, pp. 23-36

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Lower and upper attainable bounds for the stability radius of a Pareto optimal portfolio of the multicriteria investment problem with Wald's maximin efficient criteria are obtained in the case with the linear norm $l_1$ in every space of the problem parameters. Bibliogr. 14.
Keywords: multicriteria investment problem, Pareto optimal investment portfolio, portfolio efficiency, Wald's maximin criteria, stability radius, stability. 
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V. A. Emelichev; V. V. Korotkov. Stability analysis of Pareto optimal portfolio of multicriteria investment problem with Wald's maximin criteria. Diskretnyj analiz i issledovanie operacij, Tome 19 (2012) no. 6, pp. 23-36. http://geodesic.mathdoc.fr/item/DA_2012_19_6_a2/