Multicriteria investment problem with Savage's risk criteria: Theoretical aspects of stability and case study
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DOI: 10.3934/jimo.2019003
Abstract: A discrete variant of a multicriteria investment portfolio optimization problem with Savage's risk criteria is considered. One of the three problem parameter spaces is endowed with Holder's norm, and the other two are endowed with… read more here.
Keywords: case study; problem; risk criteria; savage risk ... See more keywords