Geodesic
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. 
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     author = {V. A. Emelichev and S. E. Bukhtoyarov},
     title = {On radius of one stability type for a multicriteria investment problem with risk minimization},
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     url = {http://geodesic.mathdoc.fr/item/TIMB_2017_25_1_a0/}
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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/