Stability Analysis of Efficient Portfolios in a Discrete Variant of Multicriteria Investment Problem with Savage's Risk Criteria
We consider a multicriteria discrete variant of investment portfolio optimization problem with Savage's risk criteria. Three combinations of norms in problem parameter spaces are considered. In each combination, one of the three spaces is endowed with H\"{o}lder's norm, and the othe...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vladimir Andrunachievici Institute of Mathematics and Computer Science
2017-12-01
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| Series: | Computer Science Journal of Moldova |
| Subjects: | |
| Online Access: | http://www.math.md/files/csjm/v25-n3/v25-n2-(pp303-328).pdf |