Optimization of Risk and Return Using Fuzzy Multiobjective Linear Programming

Table 1

Cluster result.

Parameters	Cluster 1 (46 stocks)	Cluster 2 (78 stocks)	Cluster 3 (23stocks)
average return	0.0441	0.0154	0.0731
average risk	0.0547	0.0344	0.0744
turnover rate	0.0010	0.0005	0.0010
Category	Liquid	less risky	high return