An investment problem under multicriteriality, uncertainty and risk
Închide
Conţinutul numărului revistei
Articolul precedent
Articolul urmator
716 3
Ultima descărcare din IBN:
2021-12-03 05:20
Căutarea după subiecte
similare conform CZU
519.6+519.876 (1)
Matematică computațională. Analiză numerică. Programarea calculatoarelor (123)
Cercetări operaționale (OR) teorii şi metode matematice (168)
SM ISO690:2012
EMELICHEV, Vladimir, BUKHTOYAROV, Sergei, MYCHKOV, Vadim. An investment problem under multicriteriality, uncertainty and risk. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2016, nr. 3(82), pp. 82-98. ISSN 1024-7696.
EXPORT metadate:
Google Scholar
Crossref
CERIF

DataCite
Dublin Core
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
Numărul 3(82) / 2016 / ISSN 1024-7696 /ISSNe 2587-4322

An investment problem under multicriteriality, uncertainty and risk
CZU: 519.6+519.876
MSC 2010: 90C09, 90C29, 90C31, 90C47

Pag. 82-98

Emelichev Vladimir, Bukhtoyarov Sergei, Mychkov Vadim
 
Belarusian State University
 
Disponibil în IBN: 19 aprilie 2017


Rezumat

The strong stability radius of the multicriteria investment Boolean problem with the Savage risk criteria is investigated. The problem is to find the set of Pareto optimal portfolios. Upper and lower bounds of such a radius are derived for the case where different H¨older metrics are defined in the three problem parameters spaces.

Cuvinte-cheie
multicriteria optimization, strong stability radius,

Savage’s risk criteria, set of Pareto optimal portfolios, Holder metric

Dublin Core Export

<?xml version='1.0' encoding='utf-8'?>
<oai_dc:dc xmlns:dc='http://purl.org/dc/elements/1.1/' xmlns:oai_dc='http://www.openarchives.org/OAI/2.0/oai_dc/' xmlns:xsi='http://www.w3.org/2001/XMLSchema-instance' xsi:schemaLocation='http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd'>
<dc:creator>Emelichev, V.A.</dc:creator>
<dc:creator>Bukhtoyarov, S.E.</dc:creator>
<dc:creator>Mychkov, V.I.</dc:creator>
<dc:date>2016-12-22</dc:date>
<dc:description xml:lang='en'>The strong stability radius of the multicriteria investment Boolean problem with the Savage risk criteria is investigated. The problem is to find the set of Pareto optimal portfolios. Upper and lower bounds of such a radius are derived for the case where different H¨older metrics are defined in the three problem parameters spaces.</dc:description>
<dc:source>Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica 82 (3) 82-98</dc:source>
<dc:subject>multicriteria optimization</dc:subject>
<dc:subject>Savage’s risk criteria</dc:subject>
<dc:subject>set of Pareto optimal portfolios</dc:subject>
<dc:subject>strong stability radius</dc:subject>
<dc:subject>Holder metric</dc:subject>
<dc:title>An investment problem under multicriteriality, uncertainty and risk</dc:title>
<dc:type>info:eu-repo/semantics/article</dc:type>
</oai_dc:dc>