Research Article
Multiobjective Optimization of Allocated Exchange Portfolio: Model and Solution—A Case Study in Iran
Table 10
Results of WGC method with assumption
.
| Set | | | | | | | | | | | | |
| 1 | 1 | 0.9 | 0.0001 | 0.0999 | 0.028899780 | 0 | 0.029577030 | 0 | 0.941589200 | 0.0000427289 | 0.0001720407 | 0.2783438020 | | 2 | 0.9 | 0.01 | 0.09 | 0 | 0 | 0.070433610 | 0.062785360 | 0.866781000 | 0.0000630236 | 0.0001916465 | 0.2612935966 | | 3 | 0.9 | 0.02 | 0.08 | 0 | 0 | 0.101006200 | 0.174237800 | 0.724755900 | 0.0000939332 | 0.0002159925 | 0.2309966359 | | 4 | 0.9 | 0.03 | 0.07 | 0 | 0 | 0.116428100 | 0.278216500 | 0.605355400 | 0.0001140042 | 0.0002368119 | 0.2025025916 | | 5 | 0.9 | 0.04 | 0.06 | 0 | 0 | 0.123751400 | 0.377299100 | 0.498949500 | 0.0001245607 | 0.0002555850 | 0.1752216400 | | 6 | 0.9 | 0.05 | 0.05 | 0 | 0 | 0.125113400 | 0.473218300 | 0.401668300 | 0.0001264684 | 0.0002729307 | 0.1487117233 | | 7 | 0.9 | 0.06 | 0.04 | 0 | 0 | 0.121189100 | 0.567500900 | 0.311310000 | 0.0001203131 | 0.0002892194 | 0.1225622706 | | 8 | 0.9 | 0.07 | 0.03 | 0 | 0 | 0.111746600 | 0.661831700 | 0.226421700 | 0.0001064638 | 0.0003047189 | 0.0963031761 | | 9 | 0.9 | 0.08 | 0.02 | 0 | 0 | 0.095342160 | 0.758644900 | 0.146013000 | 0.0000850784 | 0.0003196557 | 0.0692358501 | | 10 | 0.9 | 0.09 | 0.01 | 0 | 0 | 0.066968140 | 0.863314500 | 0.069717330 | 0.0000560311 | 0.0003342664 | 0.0397864172 | | 11 | 0.9 | 0.0999 | 0.0001 | 0 | 0.04057525 | 0 | 0.959424800 | 0 | 0.0000271318 | 0.0003459004 | –0.007842553 |
| 2 | 12 | 0.8 | 0.0001 | 0.1999 | 0.054711730 | 0 | 0.058635980 | 0 | 0.886652300 | 0.0000704664 | 0.0001740508 | 0.2792061779 | | 13 | 0.8 | 0.02 | 0.18 | 0 | 0 | 0.113395300 | 0.060955400 | 0.825649300 | 0.0001152060 | 0.0001975308 | 0.2625496001 | | 14 | 0.8 | 0.04 | 0.16 | 0 | 0 | 0.152208900 | 0.166894800 | 0.680896300 | 0.0001807255 | 0.0002220828 | 0.2339214799 | | 15 | 0.8 | 0.06 | 0.14 | 0 | 0 | 0.172375400 | 0.264806700 | 0.562817900 | 0.0002227532 | 0.0002425035 | 0.2071885246 | | 16 | 0.8 | 0.08 | 0.12 | 0 | 0 | 0.181971200 | 0.357986500 | 0.460042300 | 0.0002447231 | 0.0002605498 | 0.1815800991 | | 17 | 0.8 | 0.1 | 0.1 | 0 | 0 | 0.183642600 | 0.448648600 | 0.367708800 | 0.0002487024 | 0.0002770003 | 0.1565298298 | | | | | | | | | | | | | | | 53 | 0.5 | 0.4 | 0.1 | 0 | 0 | 0.272137800 | 0.641502500 | 0.086359700 | 0.0005250173 | 0.0003242742 | 0.1047260381 | | 54 | 0.5 | 0.45 | 0.05 | 0 | 0 | 0.207303400 | 0.759874000 | 0.032822650 | 0.0003167791 | 0.0003360631 | 0.0708499014 | | 55 | 0.5 | 0.4999 | 0.0001 | 0 | 0.004986061 | 0 | 0.995013900 | 0 | 0.0000280779 | 0.0003486375 | –0.000255917 |
| 6 | 56 | 0.4 | 0.0001 | 0.5999 | 0.134142200 | 0 | 0.148261500 | 0 | 0.717596300 | 0.0002785519 | 0.0001802365 | 0.2818599514 | | 57 | 0.4 | 0.06 | 0.54 | 0 | 0 | 0.270078900 | 0.054281440 | 0.675639600 | 0.0005175179 | 0.0002189914 | 0.2671303981 | | 58 | 0.4 | 0.12 | 0.48 | 0 | 0 | 0.343366600 | 0.139480600 | 0.517152800 | 0.0008184342 | 0.0002448197 | 0.2448411970 | | | | | | | | | | | | | | | 87 | 0.2 | 0.72 | 0.08 | 0 | 0 | 0.332150000 | 0.667850000 | 0 | 0.0007722369 | 0.0003376615 | 0.0984850362 | | 88 | 0.2 | 0.7999 | 0.0001 | 0 | 0.001259991 | 0 | 0.998740000 | 0 | 0.0000281845 | 0.0003489241 | 0.0005383473 |
| 9 | 89 | 0.1 | 0.0001 | 0.8999 | 0.267611800 | 0 | 0.298861900 | 0 | 0.433526300 | 0.0010453894 | 0.0001906306 | 0.2863191600 | | 90 | 0.1 | 0.09 | 0.81 | 0 | 0 | 0.556213400 | 0.042093510 | 0.401693100 | 0.0021109316 | 0.0002581826 | 0.2754957253 | | 91 | 0.1 | 0.18 | 0.72 | 0 | 0 | 0.668349600 | 0.092874300 | 0.238776100 | 0.0030382942 | 0.0002834743 | 0.2634055738 | | 92 | 0.1 | 0.27 | 0.63 | 0 | 0 | 0.720372500 | 0.133459500 | 0.146167900 | 0.0035270049 | 0.0002982519 | 0.2530866771 | | 93 | 0.1 | 0.36 | 0.54 | 0 | 0 | 0.743590300 | 0.171686800 | 0.084722810 | 0.0037574672 | 0.0003084432 | 0.2429172472 | | 94 | 0.1 | 0.45 | 0.45 | 0 | 0 | 0.747516600 | 0.211943200 | 0.040540250 | 0.0037979028 | 0.0003162080 | 0.2318497581 | | 95 | 0.1 | 0.54 | 0.36 | 0 | 0 | 0.734477100 | 0.258321800 | 0.007201089 | 0.0036682709 | 0.0003226144 | 0.2187927134 | | 96 | 0.1 | 0.63 | 0.27 | 0 | 0 | 0.657337100 | 0.342662900 | 0 | 0.0029437968 | 0.0003265401 | 0.1941155015 | | 97 | 0.1 | 0.72 | 0.18 | 0 | 0 | 0.528083700 | 0.471916300 | 0 | 0.0019096811 | 0.0003309605 | 0.1561048830 | | 98 | 0.1 | 0.81 | 0.09 | 0 | 0 | 0.332150000 | 0.667850000 | 0 | 0.0007722369 | 0.0003376615 | 0.0984850362 | | 99 | 0.1 | 0.8999 | 0.0001 | 0 | 0.000561126 | 0 | 0.999438900 | 0 | 0.0000282047 | 0.0003489779 | 0.0006872967 |
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Remark: negative values of column are costs and positive values are incomes.
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