Post-optimal analysis of investment problem with Wald's ordered maximin criteria
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 1 (2012), pp. 59-69.

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We consider Markowitz's multicriteria portfolio optimization problem with Wald's ordered maximin criteria. We obtained lower and upper attainable bounds of the stability radius of lexicographically optimal portfolio.
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Vladimir Emelichev; Vladimir Korotkov. Post-optimal analysis of investment problem with Wald's ordered maximin criteria. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 1 (2012), pp. 59-69. https://geodesic-test.mathdoc.fr/item/BASM_2012_1_a5/

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