Institutul de Matematică şi Informatică "Vladimir Andrunachievici"
Universitatea de Stat din MoldovaRO EN
An investment problem under multicriteriality, uncertainty and risk
Authors: Vladimir Emelichev, Sergey Bukhtoyarov, Vadzim Mychkov
– 0.20 Mb
Abstract
The strong stability radius of the multicriteria investment Boolean problem with the Savage risk criteria is investigated. The problem is to find the set of Pareto optimal portfolios. Upper and lower bounds of such a radius are derived for the case where different H\"older metrics are defined in the three problem parameters spaces.Belarusian State University
av. Nezavisimosti,4, 220030 Minsk
Belarus
E-mail: , ,
av. Nezavisimosti,4, 220030 Minsk
Belarus
E-mail: , ,
Fulltext
– 0.20 Mb
Contents
- On (σ-δ)-rings over Noetherian rings
- On invariants and canonical form of matrices of second order with respect to semiscalar equivalence
- Resonant Riemann-Liouville Fractional Differential Equations with Periodic Boundary Conditions
- Cubic systems with degenerate infinity and invariant straight lines of total parallel multiplicity five
- Invariant integrability conditions for ternary differential systems with quadratic nonlinearities
- Nontrivial convex covers of trees
- An investment problem under multicriteriality, uncertainty and risk
- Uniqueness of certain power of a meromorphic function sharing a set with its differential monomial
- On a solution to equation with discrete multiplicative-additive derivative
