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

Table 5

Results obtained for each objective considering norms of 𝑝=1, 2, and ∞ and by assumption 𝑤₁=𝑤₂=𝑤₃.

Objective	𝑝=1	𝑝=2	𝑝=∞
Min (𝐹1)	0.000371116	0.001022573	0.001388164
Max (𝐹2)	0.000341307	0.000297773	0.000295503
Max (−𝐹3)	0.067135173	0.172916129	0.192074262