Voir la notice de l'article provenant de la source Math-Net.Ru
[1] Emelichev V. A., Korotkov V. V., “O radiuse ustoichivosti effektivnogo resheniya mnogokriterialnoi zadachi portfelnoi optimizatsii s kriteriyami Sevidzha”, Diskretnaya matematika, 23:4 (2011), 33–38 | DOI | MR
[2] Emelichev V. A., Korotkov V. V., “Post-optimal analysis in a multiple criteria problem of investment risk management based on Markowitz's portfolio theory”, Abstr. 21st MCDM Intern. Conf., Univ. Jyväskylä, 2011, 50–51
[3] Markowitz H. M., Portfolio selection: Efficient diversification of investments, Wiley, New York, 1959 | MR
[4] Tsarev V. V., Otsenka ekonomicheskoi effektivnosti investitsii, Piter, Sankt-Peterburg, 2004
[5] Vilenskii P. L., Livshits V. N., Smolyak S. A., Otsenka effektivnosti investitsionnykh proektov: teoriya i praktika, Delo, Moskva, 2008
[6] Bronshtein E. M., Kachkaeva M. M., Tulupova E. V., “Control of investment portfolio based on complex quantile risk measures”, J. Computer and Systems Sci. Intern., 50 (2011), 174–180 | DOI | MR
[7] Wald A., Statistical decision functions, Wiley, New York, 1950 | MR | Zbl
[8] Emelichev V. A., Krichko V. N., “Formula radiusa ustoichivosti vektornoi $l_\infty$-ekstremalnoi traektornoi zadachi”, Diskretnaya matematika, 16:1 (2004), 14–20 | DOI | MR | Zbl
[9] Gurevskii E. E., Emelichev V. A., “Ob ustoichivosti vektornoi bulevoi zadachi minimizatsii absolyutnykh uklonenii ot nulya lineinykh funktsii”, Izvestiya vuzov. Matematika, 2006, no. 12, 27–32 | MR
[10] Emelichev V. A., Kuzmin K. G., “O radiuse ustoichivosti vektornoi zadachi tselochislennogo lineinogo programmirovaniya v sluchae regulyarnosti normy v kriterialnom prostranstve”, Kibernetika i sistemnyi analiz, 2010, no. 1, 82–89 | Zbl
[11] Slater M., Lagrange multipliers revisited, Cowles Foundation Discussion Paper 80, Cowles Foundation for Research in Economics at Yale University, 1959
[12] Emelichev V., Podkopaev D., “Quantitative stability analysis for vector problems of 0–1 programming”, Discrete Optimization, 7 (2010), 48–63 | DOI | MR