Research Article
Multiobjective Optimization of Allocated Exchange Portfolio: Model and Solution—A Case Study in Iran
Table 8
Results of WGC method with assumption
.
| Set | | | | | | | | | | | | |
| 1 | 1 | 0.9 | 0.0001 | 0.0999 | 0.006871283 | 0 | 0.004708435 | 0 | 0.988420300 | 0.0000345306 | 0.0001703329 | 0.2776087571 | | 2 | 0.9 | 0.01 | 0.09 | 0.004696536 | 0 | 0.007527940 | 0 | 0.987775500 | 0.0000346430 | 0.0001709260 | 0.2776281561 | | 3 | 0.9 | 0.02 | 0.08 | 0.002499822 | 0 | 0.010375920 | 0 | 0.987124300 | 0.0000349232 | 0.0001715250 | 0.2776476956 | | 4 | 0.9 | 0.03 | 0.07 | 0.000303108 | 0 | 0.013223910 | 0 | 0.986473000 | 0.0000353709 | 0.0001721241 | 0.2776672811 | | 5 | 0.9 | 0.04 | 0.06 | 0 | 0 | 0.015664130 | 0.075280620 | 0.909055300 | 0.0000323410 | 0.0001859617 | 0.2568811641 | | 6 | 0.9 | 0.05 | 0.05 | 0 | 0 | 0.012701230 | 0.987298800 | 0 | 0.0000292790 | 0.0003485866 | 0.0045420655 | | 7 | 0.9 | 0.06 | 0.04 | 0 | 0 | 0.008756436 | 0.991243600 | 0 | 0.0000287172 | 0.0003487215 | 0.0033819825 | | 8 | 0.9 | 0.07 | 0.03 | 0 | 0 | 0.004811658 | 0.995188300 | 0 | 0.0000283654 | 0.0003488564 | 0.0022219703 | | 9 | 0.9 | 0.08 | 0.02 | 0 | 0 | 0.000866845 | 0.999133200 | 0 | 0.0000282239 | 0.0003489914 | 0.0010618182 | | 10 | 0.9 | 0.09 | 0.01 | 0 | 0 | 0 | 1 | 0 | 0.0000282209 | 0.0003490210 | 0.0008069331 | | 11 | 0.9 | 0.0999 | 0.0001 | 0 | 0 | 0 | 1 | 0 | 0.0000282209 | 0.0003490210 | 0.0008069331 |
| 2 | 12 | 0.8 | 0.0001 | 0.1999 | 0.008974214 | 0 | 0.007087938 | 0 | 0.983937800 | 0.0000347003 | 0.0001704976 | 0.2776791658 | | 13 | 0.8 | 0.02 | 0.18 | 0.004056237 | 0 | 0.013463850 | 0 | 0.982479900 | 0.0000352702 | 0.0001718388 | 0.2777229662 | | 14 | 0.8 | 0.04 | 0.16 | 0 | 0 | 0.019869360 | 0 | 0.980130600 | 0.0000366285 | 0.0001731108 | 0.2777791354 | | 15 | 0.8 | 0.06 | 0.14 | 0 | 0 | 0.026263540 | 0 | 0.973736500 | 0.0000383869 | 0.0001740353 | 0.2778906914 | | 16 | 0.8 | 0.08 | 0.12 | 0 | 0 | 0.032657720 | 0 | 0.967342300 | 0.0000406986 | 0.0001749598 | 0.2780022985 | | 17 | 0.8 | 0.1 | 0.1 | 0 | 0 | 0.028351590 | 0.971648400 | 0 | 0.0000335784 | 0.0003480514 | 0.0091445280 | | 18 | 0.8 | 0.12 | 0.08 | 0 | 0 | 0.019475800 | 0.980524200 | 0 | 0.0000307341 | 0.0003483549 | 0.0065343430 | | 19 | 0.8 | 0.14 | 0.06 | 0 | 0 | 0.010600010 | 0.989400000 | 0 | 0.0000289536 | 0.0003486585 | 0.0039241580 | | 20 | 0.8 | 0.16 | 0.04 | 0 | 0 | 0.001724232 | 0.998275800 | 0 | 0.0000282368 | 0.0003489620 | 0.0013139671 | | 21 | 0.8 | 0.18 | 0.02 | 0 | 0 | 0 | 1 | 0 | 0.0000282209 | 0.0003490210 | 0.0008069331 | | 22 | 0.8 | 0.1999 | 0.0001 | 0 | 0 | 0 | 1 | 0 | 0.0000282209 | 0.0003490210 | 0.0008069331 |
| 3 | 23 | 0.7 | 0.0001 | 0.2999 | 0.011678020 | 0 | 0.010147340 | 0 | 0.978174600 | 0.0000351099 | 0.0001707094 | 0.2777696451 | | 24 | 0.7 | 0.03 | 0.27 | 0.003233185 | 0 | 0.021095760 | 0 | 0.975671100 | 0.0000367854 | 0.0001730124 | 0.2778448457 | | 25 | 0.7 | 0.06 | 0.24 | 0 | 0 | 0.032066230 | 0 | 0.967933800 | 0.0000404614 | 0.0001748742 | 0.2779919702 | | | | | | | | | | | | | | | 86 | 0.2 | 0.64 | 0.16 | 0 | 0 | 0.024873570 | 0.975126400 | 0 | 0.0000323371 | 0.0003481703 | 0.0081217336 | | 87 | 0.2 | 0.72 | 0.08 | 0 | 0 | 0 | 1 | 0 | 0.0000282209 | 0.0003490210 | 0.0008069331 | | 88 | 0.2 | 0.7999 | 0.0001 | 0 | 0 | 0 | 1 | 0 | 0.0000282209 | 0.0003490210 | 0.0008069331 |
| 9 | 89 | 0.1 | 0.0001 | 0.8999 | 0.141458800 | 0 | 0.156996600 | 0 | 0.701544600 | 0.0003080411 | 0.0001808756 | 0.2821127656 | | 90 | 0.1 | 0.09 | 0.81 | 0 | 0 | 0.387325700 | 0 | 0.612674300 | 0.0010372128 | 0.0002262387 | 0.2841922874 | | 91 | 0.1 | 0.18 | 0.72 | 0 | 0 | 0.617516200 | 0 | 0.382483800 | 0.0025967994 | 0.0002595203 | 0.2882097752 | | 92 | 0.1 | 0.27 | 0.63 | 0 | 0 | 0.847706600 | 0 | 0.152293400 | 0.0048749247 | 0.0002928020 | 0.2922272613 | | 93 | 0.1 | 0.36 | 0.54 | 0 | 0 | 1 | 0 | 0 | 0.0067770750 | 0.0003148210 | 0.2948852202 | | 94 | 0.1 | 0.45 | 0.45 | 0 | 0 | 1 | 0 | 0 | 0.0067770750 | 0.0003148210 | 0.2948852202 | | 95 | 0.1 | 0.54 | 0.36 | 0 | 0 | 0.694796100 | 0.305203900 | 0 | 0.0032856555 | 0.0003252590 | 0.2051313800 | | 96 | 0.1 | 0.63 | 0.27 | 0 | 0 | 0.375267800 | 0.624732200 | 0 | 0.0009780617 | 0.0003361868 | 0.1111650449 | | 97 | 0.1 | 0.72 | 0.18 | 0 | 0 | 0.055739370 | 0.944260600 | 0 | 0.0000490602 | 0.0003471147 | 0.0171986952 | | 98 | 0.1 | 0.81 | 0.09 | 0 | 0 | 0 | 1 | 0 | 0.0000282209 | 0.0003490210 | 0.0008069331 | | 99 | 0.1 | 0.8999 | 0.0001 | 0 | 0 | 0 | 1 | 0 | 0.0000282209 | 0.0003490210 | 0.0008069331 |
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Remark: all results of column are income.
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