On stability of vector investment problem with extreme optimism criteria.

The multicriteria investment boolean problem with profit extreme optimism criteria (MAXMAX) and Pareto optimality principle is considered. Upper and lower bounds of stability radius of this problem are given in the case of an arbitrary Hölder metric $l_p, 1 ≤ p ≤ \infty$, in space of financial market states and Chebyshev metric $l_{\infty}$ in portfolio space and in space of project economical efficiency.