Geodesic
Stability of lexicographical investment problem with Wald's maximin criteria
Trudy Instituta matematiki, Tome 20 (2012) no. 1, pp. 33-41

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Lower and upper attainable bounds for stability radius of Markowitz's multicriterial Boolean portfolio optimization problem with Wald's maximin criterion and lexicographical principle of optimality are obtained. 
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     title = {Stability of lexicographical investment problem with {Wald's} maximin criteria},
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V. A. Emelichev; V. V. Korotkov. Stability of lexicographical investment problem with Wald's maximin criteria. Trudy Instituta matematiki, Tome 20 (2012) no. 1, pp. 33-41. http://geodesic.mathdoc.fr/item/TIMB_2012_20_1_a3/