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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2016, Number 3, Pages 82–98 (Mi basm429)  
This article is cited in 3 scientific papers (total in 3 papers)

Research articles

An investment problem under multicriteriality, uncertainty and risk

Vladimir Emelichev, Sergey Bukhtoyarov, Vadzim Mychkov

Belarusian State University, av. Nezavisimosti, 4, 220030 Minsk, Belarus
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Abstract: 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 Hölder metrics are defined in the three problem parameters spaces.
Keywords and phrases: multicriteria optimization, Savage's risk criteria, set of Pareto optimal portfolios, strong stability radius, Hölder metric.
Received: 10.01.2016
Document Type: Article
MSC: 90C09, 90C29, 90C31, 90C47
Language: English
Citation: Vladimir Emelichev, Sergey Bukhtoyarov, Vadzim Mychkov, “An investment problem under multicriteriality, uncertainty and risk”, Bul. Acad. Ştiinţe Repub. Mold. Mat., 2016, no. 3, 82–98
Citation in format AMSBIB
\Bibitem{EmeBukMyc16}
\by Vladimir~Emelichev, Sergey~Bukhtoyarov, Vadzim~Mychkov
\paper An investment problem under multicriteriality, uncertainty and risk
\jour Bul. Acad. \c Stiin\c te Repub. Mold. Mat.
\yr 2016
\issue 3
\pages 82--98
\mathnet{http://mi.mathnet.ru/basm429}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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