On radius of one stability type for a multicriteria investment problem with risk minimization
Trudy Instituta matematiki, Tome 25 (2017) no. 1, pp. 3-14
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Basing on the Markowitz portfolio theory we formulate a multicriteria Boolean investment problem with generalized risk criteria. We consider the case when the Hölder and Chebyshev norms are defined in all the three spaces of the problem parameters. Attainable bounds of the problem stability radius are given.
@article{TIMB_2017_25_1_a0,
author = {V. A. Emelichev and S. E. Bukhtoyarov},
title = {On radius of one stability type for a multicriteria investment problem with risk minimization},
journal = {Trudy Instituta matematiki},
pages = {3--14},
publisher = {mathdoc},
volume = {25},
number = {1},
year = {2017},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TIMB_2017_25_1_a0/}
}
TY - JOUR AU - V. A. Emelichev AU - S. E. Bukhtoyarov TI - On radius of one stability type for a multicriteria investment problem with risk minimization JO - Trudy Instituta matematiki PY - 2017 SP - 3 EP - 14 VL - 25 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TIMB_2017_25_1_a0/ LA - ru ID - TIMB_2017_25_1_a0 ER -
%0 Journal Article %A V. A. Emelichev %A S. E. Bukhtoyarov %T On radius of one stability type for a multicriteria investment problem with risk minimization %J Trudy Instituta matematiki %D 2017 %P 3-14 %V 25 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TIMB_2017_25_1_a0/ %G ru %F TIMB_2017_25_1_a0
V. A. Emelichev; S. E. Bukhtoyarov. On radius of one stability type for a multicriteria investment problem with risk minimization. Trudy Instituta matematiki, Tome 25 (2017) no. 1, pp. 3-14. http://geodesic.mathdoc.fr/item/TIMB_2017_25_1_a0/