Research Article
A Possibilistic Portfolio Model with Fuzzy Liquidity Constraint
Table 5
Possibilistic efficient portfolios with risk-free investment for the different
values with
| (%) | 600058 | 600028 | 600089 | 600115 | 600170 | 600495 | 600526 | 600662 | Risk | |
| 0.1 | 0.02 | 0.2 | 0.2725 | 0 | 0.02 | 0.2929 | 0.1 | 0.05 | 0.6485 | 0.9554 | 0.2 | 0.02 | 0.2 | 0.2544 | 0 | 0.02 | 0.3110 | 0.1 | 0.05 | 0.6241 | 0.9564 | 0.3 | 0.02 | 0.2 | 0.2315 | 0 | 0.02 | 0.3339 | 0.1 | 0.05 | 0.5942 | 0.9605 | 0.4 | 0.02 | 0.2 | 0.2012 | 0 | 0.02 | 0.3642 | 0.1 | 0.05 | 0.5560 | 0.9554 | 0.5 | 0.02 | 0.2 | 0.1654 | 0 | 0.02 | 0.4 | 0.1 | 0.05 | 0.5126 | 0.9554 | 0.6 | 0.02 | 0.2 | 0.1654 | 0 | 0.02 | 0.4 | 0.1 | 0.05 | 0.5126 | 0.9554 |
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