Institutul de Matematică şi Informatică "Vladimir Andrunachievici"
Universitatea de Stat din MoldovaRO EN
On stability of multicriteria investment Boolean problem with Wald's efficiency criteria
Authors: Vladimir Emelichev, Vladimir Korotkov
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Abstract
Based on Markowitz's portfolio theory we construct the multicriteria Boolean problem with Wald's maximin efficiency criteria and the Pareto-optimality principle. We obtained lower and upper attainable bounds for the stability radius of the problem in the cases of linear metric l1 in the portfolio and the market state spaces and of the Chebyshev metric l∞ in the criteria space.Belarusian State University
av. Nezavisimosti, 4, 220030 Minsk
Belarus
E-mail: ,
av. Nezavisimosti, 4, 220030 Minsk
Belarus
E-mail: ,
Fulltext
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Contents
- On stability of multicriteria investment Boolean problem with Wald's efficiency criteria
- Determining the Optimal Paths in Networks with Rated Transition Time Costs
- A note on six-dimensional planar Hermitian submanifolds of Cayley algebra
- Estimation of the extreme survival probabilities from censored data
- Chebyshev-Grüss-type inequalities via discrete oscillations
- Closure operators in the categories of modules. Part III (Operations in CO and their properties)
- On the number of group topologies on countable groups
- Invariant transformations of loop transversals. 1a. The case of automorphism
