New Safe Approximation of Ambiguous Probabilistic Constraints for Financial Optimization Problem

Figure 6

The variation of optimal portfolio strategies in Case II under different risks.

(a) Allocation proportion

(b) Allocation proportion

(c) Allocation proportion

(d) Allocation proportion

(e) Allocation proportion

(f) Allocation proportion

(g) Allocation proportion

(h) Allocation proportion

(i) Allocation proportion

(j) Allocation proportion