Multiobjective Optimization of Allocated Exchange Portfolio: Model and Solution—A Case Study in Iran

Table 1

Illustration of statistic indices drawn out of daily rates of five exchanges dollar, pound, frank, Euro, and 100 yen from 25 March 2002 to 19 March 2012.

Exchange (for 𝑖=1,2,…,𝑚)	𝐸(𝑅𝑖)	Var(𝑅𝑖)
USA dollar	0.000084973	0.005978413
England pound	0.000272112	0.000050975
Switzerland frank	0.000314821	0.006777075
Euro	0.000349021	0.000028221
Japan 100 yen	0.000170238	0.000034704