Stability Analysis of Efficient Portfolios in a Discrete Variant of Multicriteria Investment Problem with Savage's Risk Criteria

Vladimir A. Emelichev, Yury Nikulin, Vladimir Korotkov. Stability Analysis of Efficient Portfolios in a Discrete Variant of Multicriteria Investment Problem with Savage's Risk Criteria. The Computer Science Journal of Moldova, 25(3):303-328, 2017. [doi]

Abstract

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