Stochastic Portfolio Selection Problem with Reliability Criteria

Table 5

The computational results for different parameters.

Test index			Gen.	Strategy 1	Strategy 2	Gap 1	Gap 2
1	0.7	0.8	500	1570.89	324.86	79.32%	383.56%
2	0.5	0.5	500	1587.18	324.86	79.53%	388.57%
3	0.6	0.7	500	1541.26	284.92	81.51%	440.94%
4	0.6	0.8	500	1541.26	324.86	78.92%	374.44%
5	0.7	0.5	500	1570.51	261.08	83.38%	501.54%
6	0.7	0.6	500	1587.18	242.91	84.70%	553.40%
7	0.4	0.6	500	1573.65	324.86	79.36%	384.41%
8	0.7	0.9	500	1570.89	286.06	81.79%	449.15%
9	0.7	0.4	500	1587.18	309.62	80.49%	412.62%
10	0.8	0.5	500	1570.81	306.47	80.49%	412.55%