On the Equivalence of Optimality Principles in the Two-Criteria Problem of the Investment Portfolio Choice

Victor Gorelik, Tatiana Zolotova. On the Equivalence of Optimality Principles in the Two-Criteria Problem of the Investment Portfolio Choice. In Alexandr Kononov, Igor Bykadorov, Oleg Khamisov, Ivan Davydov, Polina Kononova, editors, Supplementary Proceedings of the 9th International Conference on Discrete Optimization and Operations Research and Scientific School (DOOR 2016), Vladivostok, Russia, September 19 - 23, 2016. Volume 1623 of CEUR Workshop Proceedings, pages 596-605, CEUR-WS.org, 2016. [doi]

Abstract

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