Postoptimal analysis of bicriteria boolean problems of selecting investment projects with Wald’s and Savage’s criteria-Reference-Cited by-同舟云学术

Postoptimal analysis of bicriteria boolean problems of selecting investment projects with Wald’s and Savage’s criteria

Published:2013-07 Issue:4 Volume:52 Page:608-617
ISSN:1064-2307
Container-title:Journal of Computer and Systems Sciences International
language:en
Short-container-title:J. Comput. Syst. Sci. Int.

Author:

Emelichev V. A.,Korotkov V. V.

Publisher

Pleiades Publishing Ltd

Subject

Applied Mathematics,Computer Networks and Communications,Computer Vision and Pattern Recognition,Information Systems,Theoretical Computer Science,Control and Systems Engineering,Software

Link

http://link.springer.com/content/pdf/10.1134/S1064230713040072.pdf

Reference21 articles.

1. V. A. Emelichev, V. V. Korotkov, and K. G. Kuz’min, “Multicriterial investment problem in conditions of uncertainty and risk,” J. Comput. Syst. Sci. Int. 50, 1011–1018 (2011).

2. H. M. Markowitz, Portfolio Selection: Efficient Diversification of Investments (Blackwell, Oxford, 1991).

3. Portfolio Decision Analysis: Improved Methods for Resource Allocation (International Series in Operations Research and Management Science), Ed. by A. Salo, J. Keisler, and A. Morton (Springer, New York, 2011).

4. P. L. Vilenskii, V. N. Livshits, and S. A. Smolyak, Evaluation of the Efficiency of Investment Projects: Theory and Practice (Delo, Moscow, 2008) [in Russian].

5. E. M. Bronshtein and D. A. Chernyak, “Comparative analysis of efficiency indicators of investment projects,” Ekon. Mat. Met. 41(2), 21–28 (2005).

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