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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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<meta name="citation_title" content="Post-optimal analysis of investment problem with Wald’s ordered maximin criteria"> <meta name="citation_author" content="Emelichev Vladimir"> <meta name="citation_author" content="Korotkov Vladimir"> <meta name="citation_publication_date" content="2012/04/03"> <meta name="citation_journal_title" content="Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica"> <meta name="citation_volume" content="68"> <meta name="citation_issue" content="1"> <meta name="citation_firstpage" content="59"> <meta name="citation_lastpage" content="69"> <meta name="citation_pdf_url" content="https://ibn.idsi.md/sites/default/files/imag_file/6.Pos_optimal%20analysis%20of%20investment%20problem.pdf">
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