Strong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality

Institute of Mathematics and Computer Science
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A multicriteria investment Boolean problem of minimizing lost profits with parameterized efficiency and different types of risks is formulated. The lower and upper bounds on the radius of the strong stability of efficient portfolios are obtained. Several earlier known results regarding strong stability of Pareto efficient and extreme portfolios are confirmed.

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