Research Article
Multiobjective Optimization of Allocated Exchange Portfolio: Model and Solution—A Case Study in Iran
Table 9
Results of WGC method with assumption
.
| Set | j | | | | | | | | | | | |
| 1 | 1 | 0.9 | 0.0001 | 0.0999 | 0.018229950 | 0 | 0.028518200 | 0 | 0.953251800 | 0.0000400116 | 0.0001728069 | 0.2781801472 | | 2 | 0.9 | 0.01 | 0.09 | 0 | 0 | 0.119077500 | 0.086929170 | 0.793993300 | 0.0001230644 | 0.0002029960 | 0.2554637815 | | 3 | 0.9 | 0.02 | 0.08 | 0 | 0 | 0.142945600 | 0.208825900 | 0.648228500 | 0.0001614493 | 0.0002282400 | 0.2221606012 | | 4 | 0.9 | 0.03 | 0.07 | 0 | 0 | 0.154138700 | 0.317146600 | 0.528714800 | 0.0001820135 | 0.0002492243 | 0.1923916446 | | 5 | 0.9 | 0.04 | 0.06 | 0 | 0 | 0.158642900 | 0.415838300 | 0.425518800 | 0.0001908465 | 0.0002675199 | 0.1651696755 | | 6 | 0.9 | 0.05 | 0.05 | 0 | 0 | 0.158385300 | 0.507443800 | 0.334171000 | 0.0001904467 | 0.0002838602 | 0.1398247201 | | 7 | 0.9 | 0.06 | 0.04 | 0 | 0 | 0.153970000 | 0.593999400 | 0.252030600 | 0.0001818879 | 0.0002986964 | 0.1158042336 | | 8 | 0.9 | 0.07 | 0.03 | 0 | 0 | 0.145161700 | 0.677493900 | 0.177344400 | 0.0001653018 | 0.0003123503 | 0.0925538035 | | 9 | 0.9 | 0.08 | 0.02 | 0 | 0 | 0.130576800 | 0.760494300 | 0.108928900 | 0.0001397009 | 0.0003250806 | 0.0693392358 | | 10 | 0.9 | 0.09 | 0.01 | 0 | 0 | 0.105515300 | 0.848209300 | 0.046275360 | 0.0001015781 | 0.0003371391 | 0.0446376634 | | 11 | 0.9 | 0.0999 | 0.0001 | 0 | 0 | 0.007650378 | 0.992349600 | 0 | 0.0000285973 | 0.0003487593 | 0.0030567605 |
| 2 | 12 | 0.8 | 0.0001 | 0.1999 | 0.029917460 | 0 | 0.039864350 | 0 | 0.930218200 | 0.0000475182 | 0.0001734508 | 0.2785384568 | | 13 | 0.8 | 0.02 | 0.18 | 0 | 0 | 0.156186200 | 0.083826670 | 0.759987100 | 0.0001912475 | 0.0002078066 | 0.2569696656 | | 14 | 0.8 | 0.04 | 0.16 | 0 | 0 | 0.185715400 | 0.200518500 | 0.613766100 | 0.0002559406 | 0.0002329386 | 0.2252050954 | | 15 | 0.8 | 0.06 | 0.14 | 0 | 0 | 0.199592000 | 0.300829100 | 0.496578900 | 0.0002904645 | 0.0002534151 | 0.1968689455 | | 16 | 0.8 | 0.08 | 0.12 | 0 | 0 | 0.205190500 | 0.398024700 | 0.396784800 | 0.0003053087 | 0.0002710651 | 0.1709097596 | | 17 | 0.8 | 0.1 | 0.1 | 0 | 0 | 0.204883800 | 0.485823400 | 0.309292800 | 0.0003047496 | 0.0002867177 | 0.1466170559 | | 18 | 0.8 | 0.12 | 0.08 | 0 | 0 | 0.199402200 | 0.596420100 | 0.231177700 | 0.0002906059 | 0.0003008708 | 0.1233964152 | | 19 | 0.8 | 0.14 | 0.06 | 0 | 0 | 0.188426800 | 0.651025100 | 0.160548200 | 0.0002630769 | 0.0003138735 | 0.1003607957 | | 20 | 0.8 | 0.16 | 0.04 | 0 | 0 | 0.170199200 | 0.733624200 | 0.096176590 | 0.0002204524 | 0.0003260054 | 0.0774637183 | | 21 | 0.8 | 0.18 | 0.02 | 0 | 0 | 0.138787400 | 0.823550600 | 0.037661990 | 0.0001566672 | 0.0003375411 | 0.0520395650 | | 22 | 0.8 | 0.1999 | 0.0001 | 0 | 0 | 0.005895560 | 0.994104400 | 0 | 0.0000284412 | 0.0003488194 | 0.0025407208 |
| 3 | 23 | 0.7 | 0.0001 | 0.2999 | 0.039009630 | 0 | 0.049063780 | 0 | 0.911926600 | 0.0000559352 | 0.0001740057 | 0.2788237303 | | 24 | 0.7 | 0.03 | 0.27 | 0 | 0 | 0.186056900 | 0.081543590 | 0.732399500 | 0.0002596792 | 0.0002117173 | 0.2581225432 | | 25 | 0.7 | 0.06 | 0.24 | 0 | 0 | 0.220191800 | 0.194009600 | 0.585798600 | 0.0003501300 | 0.0002367596 | 0.2276073350 | | | | | | | | | | | | | | | 86 | 0.2 | 0.64 | 0.16 | 0 | 0 | 0.398776800 | 0.577263500 | 0.023959700 | 0.0011001341 | 0.0003310992 | 0.1247063931 | | 87 | 0.2 | 0.72 | 0.08 | 0 | 0 | 0.327132700 | 0.672867300 | 0 | 0.0007499171 | 0.0003378331 | 0.0970095572 | | 88 | 0.2 | 0.7999 | 0.0001 | 0 | 0 | 0.002425452 | 0.997574500 | 0 | 0.0000282547 | 0.0003489380 | 0.0015202436 |
| 9 | 89 | 0.1 | 0.0001 | 0.8999 | 0.116046900 | 0 | 0.137533400 | 0 | 0.746419800 | 0.0002319630 | 0.0001802283 | 0.2814244516 | | 90 | 0.1 | 0.09 | 0.81 | 0 | 0 | 0.465602600 | 0.062508280 | 0.471889200 | 0.0014860814 | 0.0002487317 | 0.2682670259 | | 91 | 0.1 | 0.18 | 0.72 | 0 | 0 | 0.536634300 | 0.136339600 | 0.327026100 | 0.0019662209 | 0.0002722014 | 0.2490831559 | | 92 | 0.1 | 0.27 | 0.63 | 0 | 0 | 0.568920100 | 0.198281400 | 0.232798500 | 0.0022076880 | 0.0002879435 | 0.2325119608 | | 93 | 0.1 | 0.36 | 0.54 | 0 | 0 | 0.581854000 | 0.255105800 | 0.163040100 | 0.0023089775 | 0.0002999728 | 0.2170186730 | | 94 | 0.1 | 0.45 | 0.45 | 0 | 0 | 0.581378400 | 0.310687800 | 0.107933800 | 0.0023061672 | 0.0003098411 | 0.2016349282 | | 95 | 0.1 | 0.54 | 0.36 | 0 | 0 | 0.569100400 | 0.368281600 | 0.062618070 | 0.0022117786 | 0.0003183627 | 0.1854886977 | | 96 | 0.1 | 0.63 | 0.27 | 0 | 0 | 0.543837700 | 0.431747800 | 0.024414500 | 0.0020229669 | 0.0003260569 | 0.1674914633 | | 97 | 0.1 | 0.72 | 0.18 | 0 | 0 | 0.496141900 | 0.503858100 | 0 | 0.0016888863 | 0.0003320529 | 0.1467114932 | | 98 | 0.1 | 0.81 | 0.09 | 0 | 0 | 0.398874200 | 0.601125800 | 0 | 0.0011013820 | 0.0003353795 | 0.1181071746 | | 99 | 0.1 | 0.8999 | 0.0001 | 0 | 0 | 0.002207111 | 0.997792900 | 0 | 0.0000282484 | 0.0003489455 | 0.0014559879 |
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Remark: all results of column are income.
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