| Conţinutul numărului revistei |
| Articolul precedent |
| Articolul urmator |
 |
 868 1 |
| 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 Moldovei. Matematica, 2012, nr. 1(68), pp. 59-69. ISSN 1024-7696. |
| EXPORT metadate: Google Scholar Crossref CERIF DataCite Dublin Core |
| Buletinul Academiei de Ştiinţe a Moldovei. Matematica | |||||
| Numărul 1(68) / 2012 / ISSN 1024-7696 | |||||
|
|||||
| Pag. 59-69 | |||||
|
|||||
 Descarcă PDF |
|||||
| Rezumat | |||||
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. |
|||||
| Cuvinte-cheie multicriteria optimization, stability radius, investment portfolio, Wald’s maximin efficient criteria, lexicographically optimal portfolio |
|||||
|
|
|
|
