Institutul de Matematică şi Informatică "Vladimir Andrunachievici"
Universitatea de Stat din Moldova"RO EN
Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria
Authors: Vladimir Emelichev, Olga Karelkina
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Abstract
The lower and upper bounds on the stability radius are obtained in multicriteria Boolean Markowitz investment problem with criteria of extreme optimism (MAXMAX) about portfolio return in the case when portfolio and financial market states spaces are endowed with Hölder metric, and criteria space of economical efficiency of investment projects is endowed with Chebyshev metric.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 fixed point subalgebras of some local algebras over a field
- Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria
- lp(R)-equivalence of topological spaces and topological modules
- One subfamily of cubic systems with invariant lines of total multiplicity eight and with two distinct real infinite singularities
- Primary decomposition of general graded structures
- On the distinction between one-dimensional Euclidean and hyperbolic spaces
- On the number of ring topologies on countable rings
- Determining the Optimal Evolution Time for Markov Processes with Final Sequence of States
