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<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>
</creators>
<titles>
<title xml:lang='en'>Stability analysis of Pareto optimal portfolio of multicriteria investment maximin problem in the HÄolder metric</title>
</titles>
<publisher>Instrumentul Bibliometric National</publisher>
<publicationYear>2012</publicationYear>
<relatedIdentifier relatedIdentifierType='ISSN' relationType='IsPartOf'>1024-7696</relatedIdentifier>
<subjects>
<subject>multicriteria optimization</subject>
<subject>investment portfolio</subject>
<subject>Wald's
maximin eficiency criteria</subject>
</subjects>
<dates>
<date dateType='Issued'>2012-06-01</date>
</dates>
<resourceType resourceTypeGeneral='Text'>Journal article</resourceType>
<descriptions>
<description xml:lang='en' descriptionType='Abstract'>We analyzed the stability of a Pareto-optimal portfolio of the multicriteria discrete variant of Markowitz's investment problem with Wald's maximin efficiency criteria. We obtained lower and upper bounds for the stability radius of such portfolio in the case of the HÄolder metric lp, 1 · p · 1, in the three-dimensional space of problem parameters. We also show the attainability of bounds in particular cases.</description>
</descriptions>
<formats>
<format>application/pdf</format>
</formats>
</resource>