<?xml version='1.0' encoding='utf-8'?>
<resource xmlns:xsi='http://www.w3.org/2001/XMLSchema-instance' xmlns='http://datacite.org/schema/kernel-3' xsi:schemaLocation='http://datacite.org/schema/kernel-3 http://schema.datacite.org/meta/kernel-3/metadata.xsd'>
<creators>
<creator>
<creatorName>Emelichev, V.A.</creatorName>
<affiliation>Universitatea de Stat din Belarus, Belarus</affiliation>
</creator>
<creator>
<creatorName>Korotkov, V.</creatorName>
<affiliation>Universitatea de Stat din Belarus, Belarus</affiliation>
</creator>
<creator>
<creatorName>Kuzmin, K.G.</creatorName>
<affiliation>Universitatea de Stat din Belarus, Belarus</affiliation>
</creator>
</creators>
<titles>
<title xml:lang='en'>On stability of Pareto-optimal solution of portfolio optimization problem with Savage’s minimax risk criteria</title>
</titles>
<publisher>Instrumentul Bibliometric National</publisher>
<publicationYear>2010</publicationYear>
<relatedIdentifier relatedIdentifierType='ISSN' relationType='IsPartOf'>1024-7696</relatedIdentifier>
<subjects>
<subject>Portfolio optimization</subject>
<subject>Savage’s minimax risk criteria</subject>
<subject>Pareto-optimal portfolio</subject>
<subject>stability radius</subject>
</subjects>
<dates>
<date dateType='Issued'>2010-12-01</date>
</dates>
<resourceType resourceTypeGeneral='Text'>Journal article</resourceType>
<descriptions>
<description xml:lang='en' descriptionType='Abstract'>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.</description>
</descriptions>
<formats>
<format>application/pdf</format>
</formats>
</resource>