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Ultima descărcare din IBN: 2022-10-28 09:25 |
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519.86 (35) |
Cercetări operaționale (OR) teorii şi metode matematice (169) |
SM ISO690:2012 EMELICHEV, Vladimir, NIKULIN, Yury. Strong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2021, nr. 3(97), pp. 36-49. ISSN 1024-7696. |
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica | ||||||
Numărul 3(97) / 2021 / ISSN 1024-7696 /ISSNe 2587-4322 | ||||||
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CZU: 519.86 | ||||||
MSC 2010: 90C10, 90C29. | ||||||
Pag. 36-49 | ||||||
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Rezumat | ||||||
A multicriteria investment Boolean problem of minimizing lost profits with parameterized efficiency and different types of risks is formulated. The lower and upper bounds on the radius of the strong stability of efficient portfolios are obtained. Several earlier known results regarding strong stability of Pareto efficient and extreme portfolios are confirmed |
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Cuvinte-cheie Multiobjective problem, Investment, Pareto set, a set of extreme solutions, strong stability, H¨older’s norms |
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