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517.9+519.217 (1) |
Differential equations. Integral equations. Other functional equations. Finite differences. Calculus of variations. Functional analysis (241) |
Probability. Mathematical statistics (80) |
SM ISO690:2012 EMELICHEV, Vladimir, KARELKINA, Olga. Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria . In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2015, nr. 1(77), pp. 13-19. ISSN 1024-7696. |
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica | |||||
Numărul 1(77) / 2015 / ISSN 1024-7696 /ISSNe 2587-4322 | |||||
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CZU: 517.9+519.217 | |||||
Pag. 13-19 | |||||
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Descarcă PDF | |||||
Rezumat | |||||
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 H¨older metric, and criteria space of economical
efficiency of investment projects is endowed with Chebyshev metric. |
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Cuvinte-cheie Multicriteria Markowitz problem, Boolean investment problem, stability radius bound, efficiency of investment project. |
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