EN|RU Volume 19, No 6, 2012, P. 23-36 UDC 519.8 V. A. Emelichev, V. V. Korotkov Stability analysis of Pareto optimal portfolio of multicriteria investment problem with Wald’s maximin criteria Abstract: Lower and upper attainable bounds for the stability radius of a Pareto optimal portfolio of the multicriteria investment problem with Wald’s maximin efficient criteria are obtained in the case with the linear norm $l_1$ in every space of the problem parameters. Bibliogr. 14. Keywords: multicriteria investment problem, Pareto optimal investment portfolio, portfolio efficiency, Wald’s maximin criteria, stability radius, stability. Emelichev Vladimir Alekseevich 1 Korotkov Vladimir Vladimirovich 1 1. Belarusian State University, 4 Nezavisimost ave., 220030 Minsk, Belarus e-mail: emelichev@bsu.by, emelichev@tut.by, wladko@tut.by © Sobolev Institute of Mathematics, 2015