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| Ultima descărcare din IBN: 2021-10-11 10:14 |
 SM ISO690:2012EMELICHEV, Vladimir, KOROTKOV, Vladimir. Post-optimal analysis of investment problem with Wald’s ordered maximin criteria. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2012, nr. 1(68), pp. 59-69. ISSN 1024-7696. |
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 Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica |
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| Numărul 1(68) / 2012 / ISSN 1024-7696 /ISSNe 2587-4322 | ||||||
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| Pag. 59-69 | ||||||
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We consider Markowitz’s multicriteria portfolio optimization problem
withWald’s ordered maximin criteria. We obtained lower and upper attainable bounds
of the stability radius of lexicographically optimal portfolio. |
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| Cuvinte-cheie multicriteria optimization, stability radius, investment portfolio, Wald’s maximin efficient criteria, lexicographically optimal portfolio |
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