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Izvorni znanstveni članak
https://doi.org/10.17535/crorr.2015.0016

Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria

Vladimir Korotkov ; Department of Mathematics and Statistics, University of Turku, Turku, Finland
Yury Nikulin ; Department of Mathematics and Statistics, University of Turku, Turku, Finland
Vladimir Emelichev ; Mechanics and Mathematics Faculty, Belarusian State University, Minsk, Belarus

Puni tekst: engleski, pdf (183 KB) str. 195-205 preuzimanja: 245* citiraj
APA 6th Edition
Korotkov, V., Nikulin, Y. i Emelichev, V. (2015). Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria. Croatian Operational Research Review, 6 (1), 195-205. https://doi.org/10.17535/crorr.2015.0016
MLA 8th Edition
Korotkov, Vladimir, et al. "Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria." Croatian Operational Research Review, vol. 6, br. 1, 2015, str. 195-205. https://doi.org/10.17535/crorr.2015.0016. Citirano 26.06.2019.
Chicago 17th Edition
Korotkov, Vladimir, Yury Nikulin i Vladimir Emelichev. "Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria." Croatian Operational Research Review 6, br. 1 (2015): 195-205. https://doi.org/10.17535/crorr.2015.0016
Harvard
Korotkov, V., Nikulin, Y., i Emelichev, V. (2015). 'Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria', Croatian Operational Research Review, 6(1), str. 195-205. doi: https://doi.org/10.17535/crorr.2015.0016
Vancouver
Korotkov V, Nikulin Y, Emelichev V. Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria. Croatian Operational Research Review [Internet]. 2015 [pristupljeno 26.06.2019.];6(1):195-205. doi: https://doi.org/10.17535/crorr.2015.0016
IEEE
V. Korotkov, Y. Nikulin i V. Emelichev, "Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria", Croatian Operational Research Review, vol.6, br. 1, str. 195-205, 2015. [Online]. doi: https://doi.org/10.17535/crorr.2015.0016

Sažetak
We consider the bicriteria investment Boolean problem of finding the Pareto set based on efficiency and risk criteria. The quantitative stability characteristics of the problem are investigated, and lower and upper bounds for a stability radius are obtained for the case where portfolio and financial market state spaces are endowed with the Hölder metric. Calculation of these bounds provides investors with a deeper insight into the specific problem of facilitating financial decisions more reliably in uncertain environments.

Ključne riječi
bicriteria; investment portfolio; portfolio risk; Pareto set; stability radius; Hölder metric

Hrčak ID: 138608

URI
https://hrcak.srce.hr/138608

Posjeta: 394 *