Optimization of Risk and Return Using Fuzzy Multiobjective Linear Programming

Table 7

Upper bound and lower bound.

	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