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<cfTitle cfLangCode='EN' cfTrans='o'>On stability of Pareto-optimal solution of portfolio optimization problem with Savage’s minimax risk criteria</cfTitle>
<cfKeyw cfLangCode='EN' cfTrans='o'>Portfolio optimization; Savage’s minimax risk criteria; Pareto-optimal portfolio; stability radius</cfKeyw>
<cfAbstr cfLangCode='EN' cfTrans='o'>A multicriteria Boolean optimization problem consisting in an efficient choice of a Pareto-optimal portfolio of investor’s assets that uses the Savage’s minimax
risk criteria is considered. Upper and lower attainable bounds of the stability radius
of such portfolio with regard to independent changes of elements of a risk matrix are
obtained.</cfAbstr>
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