Whale Optimization Algorithm for Multiconstraint Second-Order Stochastic Dominance Portfolio Optimization

Table 5

The specific index weight data of the FTSE100 index.

Constitution	Index weight (%)
3i Group	0.43
Anglo American	1.02
Ashtead Group	0.46
AstraZeneca	4.38
Aviva	0.87
Barclays	1.51
Berkeley Group Holdings	0.25
BP	5.70
British Land Co.	0.30
Bunzl	0.47
Carnival	0.32
Coca-Cola HBC AG	0.28
CRH	1.00
DCC	0.35
Direct Line Insurance Group	0.26
Evraz	0.14
Ferguson	0.69
GlaxoSmithKline	4.28
GVC Holdings	0.23
Hargreaves Lansdown	0.29
Hiscox	0.27
Imperial Brands	1.33
InterContinental Hotels Group	0.48
Intertek Group	0.46
Johnson Matthey	0.31
Land Securities Group	0.34
Lloyds Banking Group	2.17
Marks and Spencer Group	0.24
Micro Focus International	0.34
Morrison (WM) Supermarkets	0.27
Next	0.31
Ocado Group	0.21
Pearson	0.43
Prudential	2.14
RELX	1.82
Rightmove	0.23
Rolls-Royce Holdings	0.82
Royal Dutch Shell A	6.17
RSA Insurance Group	0.31
Sainsbury (J)	0.25
Scottish Mortgage Inv Tst	0.40
Severn Trent	0.25
Smith (DS)	0.22
Smurfit Kappa Group	0.29
SSE	0.65
Standard Chartered	0.97
Taylor Wimpey	0.26
TUI AG	0.29
United Utilities Group	2.30
Whitbread	0.49
WPP	0.61
Admiral Group	0.25
Antofagasta	0.16
Associated British Foods	0.42
Auto Trader Group	0.25
BAE Systems	0.86
Barratt Developments	0.27
BHP Group Plc	2.02
British American Tobacco	3.36
BT Group	1.17
Burberry Group	0.42
Centrica	0.45
Compass Group	1.54
Croda International	0.35
Diageo	3.97
Easyjet	0.16
Experian	1.03
Fresnillo	0.09
Glencore	1.96
Halma	0.30
Hikma Pharmaceuticals	0.14
HSBC Hldgs	7.65
Informa	0.46
International Consolidated Airlines Group	0.58
ITV	0.27
Kingfisher	0.26
Legal & General Group	0.80
London Stock Exchange Group	0.75
Melrose Industries	0.46
Mondi	0.35
National Grid	1.53
NMC Health	0.14
Paddy Power Betfair	0.30
Persimmon	0.36
Reckitt Benckiser Group	2.22
Rentokil Initial	0.37
Rio Tinto	2.48
Royal Bank Of Scotland Group	0.58
Royal Dutch Shell B	5.16
Sage Group	0.38
Schroders	0.16
Segro	0.35
Smith & Nephew	0.75
Smiths Group	0.32
Spirax-Sarco Engineering	0.27
St. James’s Place	0.29
Standard Life Aberdeen	0.38
Tesco	1.08
Unilever	2.64
Vodafone Group	2.40
Wood Group (John)	0.20