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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2021, Number 3, Pages 36–49 (Mi basm557)  
Strong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality

Vladimir A. Emelicheva, Yury V. Nikulinb

a Belarusian State University, ave. Independence, 4, Minsk 220030, Belarus
b University of Turku, Vesilinnantie 5, Turku 20014, Finland
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Abstract: 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.
Keywords and phrases: multiobjective problem, investment, Pareto set, a set of extreme solutions, strong stability, Hölder's norms.
Received: 01.09.2021
Document Type: Article
MSC: 90C10, 90C29
Language: English
Citation: Vladimir A. Emelichev, Yury V. Nikulin, “Strong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality”, Bul. Acad. Ştiinţe Repub. Mold. Mat., 2021, no. 3, 36–49
Citation in format AMSBIB
\Bibitem{EmeNik21}
\by Vladimir~A.~Emelichev, Yury~V.~Nikulin
\paper Strong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality
\jour Bul. Acad. \c Stiin\c te Repub. Mold. Mat.
\yr 2021
\issue 3
\pages 36--49
\mathnet{http://mi.mathnet.ru/basm557}
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