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 693 3
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| Ultima descărcare din IBN: 2017-02-26 08:05 |
| Căutarea după subiecte similare conform CZU |
| 519.6+519.7+519.8 (1) |
| Computational mathematics. Numerical analysis (111) |
| Mathematical cybernetics (87) |
| Operational research (OR): mathematical theories and methods (148) |
 SM ISO690:2012EMELICHEV, Vladimir; KOROTKOV, Vladimir. On stability of multicriteria investment Boolean problem with Wald’s efficiency criteria. In: Buletinul Academiei de Ştiinţe a Moldovei. Matematica. 2014, nr. 1(74), pp. 3-13. ISSN 1024-7696. |
| EXPORT metadate: Google Scholar Crossref CERIF DataCite Dublin Core |
| Buletinul Academiei de Ştiinţe a Moldovei. Matematica | |||||
| Numărul 1(74) / 2014 / ISSN 1024-7696 | |||||
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| CZU: 519.6+519.7+519.8 | |||||
| Pag. 3-13 | |||||
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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. |
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| Cuvinte-cheie multicriteria optimization, stability radius, investment portfolio, Wald’s maximin efficient criteria, Pareto-optimal portfolio |
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<meta name="citation_title" content="On stability of multicriteria investment Boolean problem with Wald’s efficiency criteria"> <meta name="citation_author" content="Emelichev Vladimir"> <meta name="citation_author" content="Korotkov Vladimir"> <meta name="citation_publication_date" content="2014/02/04"> <meta name="citation_journal_title" content="Buletinul Academiei de Ştiinţe a Moldovei. Matematica"> <meta name="citation_volume" content="74"> <meta name="citation_issue" content="1"> <meta name="citation_firstpage" content="3"> <meta name="citation_lastpage" content="13"> <meta name="citation_pdf_url" content="https://ibn.idsi.md/sites/default/files/imag_file/On%20stability%20of%20multicriteria%20investment%20Boolean%20problem%20with%20Walds%20efficiency%20criteria.pdf">
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