Research Article
Optimization of Risk and Return Using Fuzzy Multiobjective Linear Programming
Table 7
Upper bound and lower bound.
| ā | cluster 1 | cluster 2 | cluster 3 |
| Objective | Ub | Lb | Ub | Lb | Ub | Lb | Return | 0.0661 | 0.0311 | 0.0333 | 0.0014 | 0.0980 | 0.0725 | Risk | 0.0643 | 0.0385 | 0.0222 | 0.0156 | 0.0743 | 0.0511 | RSI | 56.7298 | 50.7244 | 55.0748 | 50.2265 | 58.0193 | 51.4598 | CV | 5.0742 | 1.6272 | 43.6201 | 1.7508 | 3.8445 | 1.5350 | EY | 10.4818 | 2.9446 | 9.9886 | 4.4508 | 16.4061 | 4.2379 | PEG ratio | 23.4067 | -0.2626 | 5.9784 | -2.1260 | 1.2829 | -82.2285 | AHP weight | 0.1195 | 0.0507 | 0.0971 | 0.0522 | 0.1442 | 0.0526 |
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