Optimization of Risk and Return Using Fuzzy Multiobjective Linear Programming

Table 3

Weight of criteria and subcriteria.

Criteria	weight	sub-criteria	Weight
Basic factor	0.3529	Risk	0.1569
		Return	0.1961
Growth factor	0.2353	PEG Ratio	0.1176
		Earning Yield	0.1176
Variation factor	0.2353	Relative Strength Index	0.0642
		Coefficient of Variation	0.0642
		Liquidity	0.1070
Market cap	0.1765