Research Article
A Possibilistic Portfolio Model with Fuzzy Liquidity Constraint
Table 3
Possibilistic efficient portfolios with risk-free investment for the different µs with
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| (%) | 600058 | 600028 | 600089 | 600115 | 600170 | 600495 | 600526 | 600662 | Risk | |
| 3 | 0.02 | 0 | 0.1 | 0 | 0.02 | 0.1 | 0.1 | 0.05 | 0.0901 | 0.39 | 5 | 0.02 | 0 | 0.1 | 0 | 0.02 | 0.2330 | 0.1 | 0.05 | 0.1441 | 0.523 | 6.5 | 0.02 | 0.0717 | 0.1 | 0 | 0.02 | 0.3737 | 0.1 | 0.05 | 0.2654 | 0.7354 | 7 | 0.02 | 0.1521 | 0.1 | 0 | 0.02 | 0.3717 | 0.1 | 0.05 | 0.3287 | 0.8138 | 7.5 | 0.02 | 0.2 | 0.1497 | 0 | 0.02 | 0.3482 | 0.1 | 0.05 | 0.4408 | 0.8879 | 8 | 0.02 | 0.2 | 0.2725 | 0 | 0.02 | 0.2929 | 0.1 | 0.05 | 0.6485 | 0.9554 | 8.12 | 0.02 | 0.2 | 0.3 | 0.0197 | 0.02 | 0.2779 | 0.1 | 0.05 | 0.7252 | 0.9876 |
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