| Conţinutul numărului revistei |
| Articolul precedent |
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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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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>Korotkov, V.</dc:creator> <dc:date>2012-04-03</dc:date> <dc:description xml:lang='en'>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.</dc:description> <dc:source>Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica 68 (1) 59-69</dc:source> <dc:subject>multicriteria optimization</dc:subject> <dc:subject>investment portfolio</dc:subject> <dc:subject>Wald’s maximin efficient criteria</dc:subject> <dc:subject>lexicographically optimal portfolio</dc:subject> <dc:subject>stability radius</dc:subject> <dc:title>Post-optimal analysis of investment problem with Wald’s ordered maximin criteria</dc:title> <dc:type>info:eu-repo/semantics/article</dc:type> </oai_dc:dc>
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