Usage of Cholesky Decomposition in order to Decrease the Nonlinear Complexities of Some Nonlinear and Diversification Models and Present a Model in Framework of Mean-Semivariance for Portfolio Performance Evaluation

Table 1

Solution of models (16) and (17) for a number of the fixed mean levels.

	1.737	1.074	1.543	1.791	1.033	1.463	1.368	1.367	0.985	1.165	1.303	1.349	1.411	1.114	1.385
Model (16)	40.314	20.048	30.678	45.58	19.467	28.3447	25.854	25.829	18.99	21.538	24.322	25.391	26.944	20.669	26.277
Model (17)	40.299	20.040	30.664	45.562	19.459	28.331	25.842	25.817	18.987	21.528	24.311	25.380	26.931	20.660	26.265