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

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dc.contributor.authorEmelichev Vladimir A.
dc.contributor.authorNikulin Yury V.
dc.contributor.organizationfi=sovellettu matematiikka|en=Applied mathematics|
dc.contributor.organization-code1.2.246.10.2458963.20.48078768388
dc.converis.publication-id176111163
dc.converis.urlhttps://research.utu.fi/converis/portal/Publication/176111163
dc.date.accessioned2023-01-11T03:31:11Z
dc.date.available2023-01-11T03:31:11Z
dc.description.abstract<p>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.<br></p>
dc.format.pagerange36
dc.format.pagerange49
dc.identifier.jour-issn1024-7696
dc.identifier.olddbid191011
dc.identifier.oldhandle10024/174101
dc.identifier.urihttps://www.utupub.fi/handle/11111/33935
dc.identifier.urlhttp://mi.mathnet.ru/eng/basm/y2021/i3/p36
dc.identifier.urnURN:NBN:fi-fe202301112229
dc.language.isoen
dc.okm.affiliatedauthorNikulin, Yury
dc.okm.discipline111 Mathematicsen_GB
dc.okm.discipline111 Matematiikkafi_FI
dc.okm.internationalcopublicationinternational co-publication
dc.okm.internationalityInternational publication
dc.okm.typeA1 ScientificArticle
dc.publisherInstitute of Mathematics and Computer Science
dc.publisher.countryMoldova, Republic ofen_GB
dc.publisher.countryMoldovafi_FI
dc.publisher.country-codeMD
dc.relation.ispartofjournalBuletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
dc.relation.issue3
dc.relation.volume97
dc.source.identifierhttps://www.utupub.fi/handle/10024/174101
dc.titleStrong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality
dc.year.issued2021

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