Multiobjective Optimization of Allocated Exchange Portfolio: Model and Solution—A Case Study in Iran
Table 6
Information obtained of WGC method results, with assumption , 2, and .
Objective function
Objective name
Risk
Rate of return
Income
Cost
Mean
0.000385422
0.000275693
0.141152048
—
Min
0.000028221
0.000170333
0.000806933
—
Max
0.006777075
0.000349021
0.294885220
—
Mean
0.000610893
0.000284013
0.161748217
—
Min
0.000028248
0.000172807
0.001455988
—
Max
0.002308977
0.000348946
0.281424452
—
Mean
0.000789979
0.000281186
0.179850336
−0.002756123*
Min
0.000027132
0.000172041
0.000094981
−0.000255917**
Max
0.003797903
0.000348978
0.286319160
−0.007842553***
Notes: Mean of cost value obtained (disregard its negative mark). Minimum of cost value obtained (disregard its negative mark). Maximum of cost value obtained (disregard its negative mark).